Every time somebody mentions Fdroid two people show up and say "don't use Fdroid, insecure!" And then two others show up and object and the whole thread gets derailed. This has already been argued to death.
So please state your position and reason ONCE, and if are of the opposite view also state your position and reason ONCE and direct it to the OP and not each other, and move on. Avoid arguing please. There is no winning on this subject.
As for spotify, it uses facebook analytics, among many others, its very analytic intensive. The app likely fingerprints vanadium, and possibly your default browser (if other than vanadium) through opening links. It also likely fingerprints your device pretty accurately through various metrics. Search this forum for more info on GOS fingerprinting.
Tidal, amazon music, and Deezer are also options (paid) but i doubt they are any better than Spotify for privacy. I've heard spotify's music discovery is better.
There is also a website that allows you to download high quality mp3 and flac files if you want a private collection (downloads from the library of one of these companies), but i think I'm not allowed to mention it. But you can find it if you look in the right places on the internet.