Same issue here. Seems like EQ controls become non-responsive when switching to Aiplay playback. Last EQ-setting and state (on/off) is applied and active in Airplay playback. But switching back to native playback for any EQ-moderations is highly inconvinent.
I’ve got the same issue with the Airplay playback on my iPhone. It corelates well with the fact you cannot change equalizer settings while playing even in the native Apple’s Music app. In the Music app, the equalizer changes would apply only if you restart the playback.
Apparently this has something to do with Airplay2 protocol, thus no way to change the setting during playback. Perhaps Spotify can handle this limitation in their interface better. Otherwise you need to go several times back and forth between airplay/phone output while tuning the sound.
There is also apparent few-seconds delay between play/pause when streaming through Airplay from Spotify.