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Spotify Messages can reveal your profile to anyone you've ever shared music with
(www.androidauthority.com)
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I don't understand why Spotify even needs a messaging feature. This seems like one of the most useless additions, as people who share music from the Spotify app are usually sharing it with a friend via an existing messaging service.
Surprisingly many people wanted it, as Spotify first launched with such a feature before being removed many years ago. They want to share music even faster with no system app selection popups.
For example, the share sheet on Android is still terrible. Something that could be fixed by adding a way to customize it quickly (whitelist a few apps and manually pin+sort a few contacts/apps)
Generally I think there are two questions: why does Spotify want messages and why would a user want them. The first one seems easy enough to answer: anything that binds a customer more closely to their product and creates switching costs in an otherwise relatively interchangeable product is good from a business perspective.
I could imagine some other use cases as well: Maybe it could be used to allow artists to engage their fans, inserting the platform deeper inbetween those two. I don't really know how merch and ticket sales are currently handled exactly, but a messaging system might also be useful to fully keep users within the app while using those features.