Being able to follow an artist and get updates in regards to when they release new music is awesome! Unfortunately, it's a bummer that you have to open spotify to get the alert. I think a great addition to the following feature is having the ability to sign up to recieve email alerts when artists you follow release new music. Even if it was a once a week email on tuesday (when most music comes out)!
As Matt mentioned, you can change those email notifications at your profile page. ;)