I have experienced the same thing, and it's always a slight difference in the tags. It could be an extra "space" after the Album Artist name, or some slight hard-to-detect difference. I have used "Mp3Tag" to fix them, or the Zune software itself. Right-click on one of the 3 Coldplay albums you believe to be correct, slelect "Edit", highlight the "Album Artist" name, right-click on it and "Copy". Click "Cancel" to close the Edit dialog. Right-click on the offending album, click "Edit", then paste what you just copied into the "Album Artist" box. Click OK and it should reunite with it's brethren.
If that doesn't do it, compare all of the entries on the albums and you may find the culprit.