Spotify has been given a number of APIs that lets them act similar to a first-party app in iOS 12. As far as I’m aware, they haven’t really used them yet.
So you're saying every third-party music app has the ability to be run with "Hey Siri, play [song] on [spotify/tidal/etc]?" and Spotify is blatantly lying? Because on their support forum they straight up say this can't be done.
That particular example isn’t possible (so they’re technically right): Shortcuts can only detect constant phrases. But there’s a easy way around this: split it into two parts, the first one detecting “Spotify play a song”, asks “which one”, then listens for the song name and plays that. A bit more cumbersome, but still fits the fixed-text restriction.