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I get the same problem when I try to play it.
The reason is that the artist or their music label has likely decided to remove it from Spotify.
The availability of music on Spotify is up to the artist and their music label.
Spotify has no control over what content is available.
Sometimes it is only available in certain countries, while access is blocked to others.
Sometimes the album or song will be unavailable temporary, and come back again later.