Tell Apple, not me. I’d have written it myself already if such a thing were possible. Special VPNs can do this, or you can just carry a travel router, 4g modem, and usb battery pack velcroed to your ankle, and connect to it via WiFi, so that you can blackhole things via DNS or iptables.
I almost never use Spotify on my phone. The one exception is when I needed to handle the music for my wedding (piped it through some massive bluetooth speakers).
Spotify phones home to Facebook the moment the app is opened. This can be confirmed with a no-root firewall like Netguard on Android.