It's unclear which media files Spotify will be interested in and why it needs see to what users are watching or listening to outside of the service but it is going to push through with accessing and collecting this kind of information anyway. It doesn't make sense either why Spotify would need to see users' contacts lists but the service is relegating the job of asking consent from contacts to the user.
Wherever users go to, Spotify wants to know, collecting location-based information by accessing GPS services in devices. In addition to where users are, it also wants to know how users are moving in their location, like whether they are walking, running or in a vehicle.
Integration with third-party applications isn't something new as well so it shouldn't come as a surprise that Spotify wants to connect to, say, a user's Facebook account. The social network is a treasure trove of information, after all. However, integration isn't actually necessary because Spotify is a stand-alone service.
Don't like where this is going?
The best anyone who wants to keep using Spotify but is concerned about their privacy is to tweak the settings so that their information cannot be shared with third parties. However, this will not keep the service from collecting their information in the first place.