at some point, an artist will release a free song. The only problem with them is that they would not become available on Spotify, and you would have to download them. That would be ok for people who usually buy their songs to download or the physical release, because they have a local libary.
However, many of us have our libary in Spotify, where they are not available. It's easy to say that you can use local files, and add them to your playlist. But then you would need to download the song for every device and then add it to Spotify, and others who follows your playlist have to do the same to listen to the music you want to share and listen to.
It would be great if Spotify somehow could cooperate with artist or record companies to add free releases to the Spotify libary.
Another solution would be to integrate Soundcloud in Spotify, where most free releases are available for download. But that idea is already turned down by Spotify for now.
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