Why do you have to download them when listening to spotify is free? Unless you want no ads, go premium. Just find the album/song you want add them locally to your library or save in a playlist.
Yes, I hate ads. And I've paid Spotify premium for months, while I'm paying Apple Music as well. There's some exclusive music on both platforms and I have to pay for both to listen to and download them. But they both give me encrypted music files which I can play on the same music app. It's frustrating and I'm soon to be broke!!!