I just checked and the song shows up on the album for me, but it is greyed out and not playable.
The availability of music on Spotify is up to the artist and their music label.
Spotify likely does not have permission from the artist / record label for that song to be available.
Unavailable music is always a mystery but when it's unavailable it's because the artist or music label has not given it the green light to be on Spotify. Albums are released in full so if just one song is not given the green light then it will show on the album but it will not be playable.
You can make it so that unavailable songs will still be shown in your playlists/albums so you can keep track of them, but they will be greyed out and unplayable. Make sure to go in settings and check for the setting that shows unavailable songs.