I realise the desktop version of Spotify fades down the volume when you abruptly pause the song with the pause button—this is a great feature—but it doesn't happen on my mobile device, and it doesn't happen when manually skipping / changing to new songs.
I also understand there is an automatic fade feature on all devices—I just want to make absolutely clear—this is not what I'm talking about. This fade occurs automatically at the end of songs. I'm talking about a fade that happens when you manually pause, skip, or change songs—not fade directly through the next song like the current feature—but simply fade out, like the current desktop pause button.
I suggest making manually skipping, changing, and pausing songs fade down volume to reduce that abrupt and uncomfortable change in volume when completing these actions—across ALL devices / platforms (not just desktop).