All the jukes do this on music CD's, not sure. Some DVD's do just end, but most go back to the disc menu right? I would think if the DVD goes back to the disc menu it would not be able to do what you describe.
I don't think anyone makes a 2 disc player anymore. Toshiba had one for a while, but I haven't seen one from anyone else in a couple of years. 5/6 disc players I believe should be capable of moving on to the next disc on its own. I never tried it when I had the Panny F87 though.