I also have access to all my stats via Spotify for Artists. I know this, because I am an artist and my label pays me. Yes, every time you listen to a song, whoever owns the song gets paid. What are you paying for? The operating costs, and the artist or label.
You have access while you are paying, but the movie you rent does not belong to you, it is part of a library.
or even easier to compare these days: Netflix (though their available media rotates, Spotify’s, generally speaking, does not). It is *almost* like renting a video from blockbuster. You either pay a monthly subscription to access all the music in the world, or with a free account, the advertisements pay that access fee for you. You cannot access the files for personal use. It is not like making a one time purchase of a CD and owning it forever. Spotify is not a source to download music. I think the answer most, if not all, people are looking for here is this. Where are my downloaded Spotify songs on my PC?.