Absolutely, they have right not to serve any customer they don't want to serve. But do they have a right of tracking your actions? How would you react if there was an employee of any broadcast TV station peeking through your window to see if you're avoiding ads on their channel, and if they determine you avoid the ads, install a broadcast signal jammer near your house?

I don't like the increasingly intrusive behaviors from big tech companies, and this case with free Spotify is a good example. If they can't provide a free service without privacy intrusions, they shouldn't offer it. Radios and broadcast TV survive on ad-based model without privacy intrusions.