It is not really a problem with GNOME, but something that Spotify changed. Version 220.127.116.111.gbe11e53b-15_amd64 from https://repository-origin.spotify.com/pool/non-free/s/spotify-client/ made in February 2020 works normally while the newest version from September does not. I'd say Spotify changed something that affects only GTK-based DEs (although I think somebody said they were having trouble with KDE Plasma too).
The workaround for me was to keep an old version of Spotify's Flatpak (masked, with updates disabled of course) and the newest packaged ("official") version of the client both installed. Then what I do is, after adding my local folder(s) on the old version, doing the copy of "local-files.bnk" and "watch-sources.bnk" files from the Flatpak config folder (sorta "~/.var/app/com.spotify.Client/config/spotify/Users/[your number]-user/" directory) to the native version config folder ("~/.config/spotify/...same structure...").
Ps.: for a good UX, I recommend you all to hide the Flatpak version from your app menu.
As far as I get, it's a problem with GNOME-based Desktop Environments, specifically with Nautilus (the files explorer) and other libraries. I'd say, if you are able to, switch temporarily from GNOME to XFCE or other environments (as stated by xenrida), until they fix it(?), although it has been around for quite some time by now 😕