Simple fact. If I am struck by an urge to listen to a specific song, waiting for the Windows Desktop App has become a painfully slow experience. It is MUCH quicker for me to open a web browser, hop on youtube, do a search, rifle through results, and start streaming a full video.
At this point, I've started listening to 'that one song' and Spotify Desktop is still trying to pull it's head out of a web service based sphincter. If Spotify were not so full of lag, I'd likely find myself engaged by Spotify's content library once my song finishes, but instead I'm redirected into Youtube's content.
And no, the solution is NOT to just keep spotify running in the background at all times. Your competitors don't require such, neither should you.