i mean i wouldn't say it's "wrong" it's just not how spotify intends to work, nor how most people use spotify.

It's primarily based on recommendations and user curated playlists, which aren't a bad thing. The problem is that it doesn't really push users to go listen to the discog of an entire artist, as would owning albums from that artist for example. Which isn't a bad thing for artists, who hate making albums. But a lot of albums are a collective piece of work for a reason, you can't really just enjoy one song from an album without comprehending the entire album, it leads to a more complete experience.

For example, i've listened to a lot of boards of canada. They're albums are often thematic. For example the entire album of geogaddi is reversible, you can reverse the ENTIRE album, every song, front to back, and play it from end to beginning, and it still sounds just as good. Now it's fair to say most people probably wouldnt realize this, but then again, the entire album is written to have symmetric rhythms for that explicit reason, so it's not like it isn't a collective work either. A lot of songs will have lead in tracks that are pretty short, to transition from one song to another, so that way it's much more fluid as well. Boards does this also.

If you're listening to music, and you aren't appreciating the structure of the album that the artist has put together, explicitly for that purpose (albums wouldn't exist otherwise) you're missing out. Oh and also, it often means you become a more involved fan of their work, certain tracks and albums you didn't like before, can be grown into, and often appreciated as a whole work of discography. That happened to me with morcheeba. I really liked their first 2-3 studio albums. Later i acquired their discog, and then i listened from beginning to end, through all of their works. And they're all incredible, genuinely one of the best bands to ever exist in the modern era. I simply would not have the ability to appreciate them how i do now, if it weren't for that.

Oh and im sure artists/bands appreciate it, because it often means listeners will enjoy their music more, which makes them more likely to buy actual physical media, or apparel, which is good for everyone involved because spotify stiffs the ever living shit out of the artists on their platform (that's another fun fact btw)