From what I know, and it's not entirely clearly stated anywhere, but you can only ever do the album of the month to start. They don't allow skips or swaps or anything like that. And I've seen some in another vinyl group who tried to get them to bundle shipping but they said that wasn't an option. They've only recently allowed international subs, so maybe that shipment thing will change but I think the club ships out of a different warehouse than the store (or at least it did on the one purchase I've made in the store). And they have specific mailers for the club that are a bit better than the ones they use for store orders.
For being such a major label they're still kind of testing the waters with the club and slowly implementing changes as it grows. They were quick to change the packaging after a lot of people had damage on the first couple shipments. And I think they've switched to using Route insurance now so instead of handling those CS issues in house you go through them. I think Lee got a full refund for his sub because of an issue with his first album.