"Audio" is everything that comes out of the speakers. It sounds like you mean CD audio.
So yeah, on a PCE if the track skips it doesn't come back and you don't get CD audio again until it has to load or change tracks on its own.
If you're using CDRs and banging into it (no such thing as skip buffers in 1980s) this will happen. If it plays legit CDs on a stable surface then the system is doing everything it was designed to do. CDRs were not part of the original spec (didn't exist in the 1980s) so if they play, good, if they don't, tough shit. I've personally not had a problem with CDRs but I usually play real copies. A lot of people here have issues with it.