There Is one!!
The SanDisk SDMX1 1024R will do what you want. The repeat function has three region settings: "All" which plays all saved tracks, "Dir" which plays all tracks in the current directory, and "1" which plays only one track. The unit powers itself down within a few seconds of finishing the region. The "Repeat" function must be turned off. If it is on, ther selected region will repeat indefinitely.
Be sure you don't get one with version2 software. (It doesn't have the "1" option for the region)
On the version 2 unit, the letters "v2" follow the "1024R" in the model number written on the back of the unit.
This is a "legacy" model, but they can be found occasionally on EBAY or AMAZON.