Thanks for making the screenshot and getting back to us.
When you have this option activated it's expected that you'll see a desktop notification whenever the next song starts. The notification looks like this:
If you don't see the tray after enabling the setting, make sure you perform a clean reinstall of Spotify on the affected device. This will remove corrupted app data that could be causing the issue.
Another thing you can try on your Mac is going to Settings > Notifications > scrolling down in the left side sidebar to see Spotify > Allow Notifications and making sure to activate this setting. You also need to ensure that any other relevant settings are switched on too:
Let us know how it goes after you've enabled all these settings and we'll be able to investigate further.
Hope this helps. Keep us posted.
Help others find this answer and click "Accept as Solution".
If you appreciate my answer, maybe give me a Like.
“Music is the wine that fills the cup of silence.” - Robert Fripp