When there is no sound device connected or enabled via Windows, Spotify app will cycle through songs as fast as it can load them burning through data.
Scenario, listening to the app on my laptop using Bluetooth head phones. My Laptop speakers are disabled via the sound menu for Windows. When I turn off my Bluetooth headphones there are now no devices connected or enabled. Spotify's app will proceed to play the next song, with in second or two play the next song, and so on. If you are listening to a radio channel, it will continue to just loop through songs eating up network bandwidth.