The reason it fails, is that System is holding on to Spotify.exe in the roaming directory for some reason. It doesn't show up in the processes tab, its just a ghost handle, probably because Spotify didn't release the handle in a proper way; or got an error back when trying to and just disregard it and just kept chugging along anyway.
Spotify is the only application that does this.
The only fix to this is to reboot the machine.
Most of the time, its a really bad time to reboot, as I have to make sure everything is saved and in order before I can do so.
It's taking up time when all I want to do is listen to some music while I work.
Please for the love of god investigate and fix this mistake, or wait until competition overtakes you with software that has some thought behind it.