"Hey Cortana" won't play my local files from Spotify

[SparK29]

Hi. I frequently use the "Hey Cortana" feature to play my music on Spotify, it works well and I love it.

I store some of my songs that aren't available on Spotify on my computer, then I can manually access them from Spotify, in "Local Files".

The problem is, when I say: "Hey Cortana, play <song from my local files>.", Cortana wants to open it with Groove Music which I don't want.

So I tried saying "Hey Cortana, play <song from my local files> on Spotify." and Cortana simply tells me "I couldn't find that on Spotify."

Is there a way to get Cortana to look in Spotify's local files category as well?

Sorry if this question has already been asked.