> Why should spotify have any say on what software you use on your computer?

They don't, clearly, as there are people who are running software they would prefer people don't run.

What they do have a say on is whether you get to have a Spotify account, and they can base that on whether or not you're seeing the ads their software uses for revenue.

You of course have the option to pay for the service, which results in the ads being removed from the service.

I say all this as someone who doesn't use Spotify at all.

They don't, but you also do not have an inherent right to use their service. What about video game cheats? Should e.g. Blizzard have no recourse should you run software which allows you to cheat in their games? You may say "well fix your bugs!", but it seems simpler and better for the community to just ban the tiny percentage of people who are hell bent on cheating.