Thanks for reaching out about this here in the Community.
Mind double-checking you followed all the steps suggested here? Any issues with any of them? As a heads-up, to open a file using Spotify, you may need to allow access on your device settings.
If you're still experiencing this after taking all the steps, mind confirming the device(s) you're experiencing this with as well as its/their operating system, and your current Spotify version (both desktop and mobile). We'll need that info to look into this further.
Thanks. Let us know how you get on!
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