There are transitions on rock albums, too. A quite obvious one is from track 4 to track 5 on Midnight Oil's Diesel And Dust album: the end of Arctic World and the start of Warakurna. I found a concert version of the latter where they start with the end of Arctic World:

Midnight Oil: Warakurna Live in Sydney (04:51, the 'stolen end' of the other song is 00:12-00:28):

(For comparison, the studio versions: Arctic World [only album art still] Warakurna [only music!]; if only YouTube could play back-on-back.)

_{*Lunatic*, n.
One whose delusions are out of fashion.}