Currently, all phones share the same volume control for all media playback, be it music or videos, so if you try to lower the volume for Spotify, you'll also lower the volume for all other media playback.
If you're playing Spotify from your PC, however, while having the app opened on your phone, you can control the volume on your PC from your phone via Spotify Connect.
Hope this clears things up. The Community is always here if there's anything else you need assistance with.
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