That is a problem with the current Frontier Silicon portal. I see the same behavior on the Sangean WFR-28. The only way to access a different episode is to do a new search for the podcast. However, there is a new glorious statement on the FS website:
“Based on customer feedback we are working to add Favourites and Personal Streams into the new service. Please bear with us for a few weeks while we develop and test this functionality.”
When we get “Favourites” back saving a podcast to a folder and then selecting it will bring up all available episodes. That is the function I've missed the most.