With windows 8, Microsoft introduced a feature called 'Connected Standby', renamed to Modern Standby in Windows 10. Modern standby replaces the traditional Sleep power states (S1, S2 and S3) with a low-power Active power state (S0 low-power). Modern Standby is supported on some SoC devices, like tablets and some smaller laptops.
If you, like me, happen to own a device that supports Modern Standby you'll find that Spotify playback stops as soon as the screen turns of. This happens because as the screen turns off the system shifts from the Active (S0) power state to Modern Standby (S0 low-power), and apparently Spotify isn't quite compatible with Modern Standby yet.
I'd like to see Spotify working with the Modern Standby power state to enable owners of devices supporting that power state to listen to music while their display is off, because right now the display has to be turned on to keep music playing. I'd like to suggest updating the Spotify desktop program to be made compatible with Modern Standby, making the Windows Phone app compatible with PCs as well or, if necessary, developing a new Universal Windows Platform (UWP) app, which has been suggested before.
Before this is marked as a duplicate of this thread (like happened here) allow me to point out that the afforementioned thread concerns preventing the system from entering traditional sleep (S1, S2 and S3) while I'm suggesting to have music playback continue during Modern Standby (S0 low-power).