Thanks for reaching out about this.
While this isn't currently possible, we value the feedback in this thread and have made sure that it reaches the right team. We always strive to improve, so you can be sure that your voices will be heard.
In the meantime, there are also a couple of related ideas on our Exchange that you can add your vote to:
You can find more info on how your feedback reaches Spotify via the Idea Exchange in this Spotify Answer.
Keep in mind, that if you don't have a good mobile connection or you want to save data, you can download the episodes while on WiFi and turn on Offline Mode. You'll then be able to listen to the audio of the podcast with only the app being offline. No need to turn on Airplane mode to disable any other network functionality.
Hope this helps. If you have questions, we are here for you.