Notice that it's not the loyalty scheme per se that is problematic —during active employment in Sweden you are required to adhere to these principals by default— but the unethical possibly illegal messaging. edit: The responsibilities doesn't extend after employment has ended unless otherwise agreed.
What I don't get is why Spotify didn't prepare this arrangement in their contracts with their people when they joined the company. Then all cards would be on the table, the contract would be referred to as “the standard type”, less drama.