Live performances are great! But the average person listen to hundreds of different artists through Spotify, and they most certainly don't go to the live performances of all those artists.
I'm not advocating for Spotify in particular. If you can support the musicians more directly, that's even better! But it's not fair to pay nothing, block ads, and then keep consuming content without giving anything back.
The radio station does pay royalties to the artists. And in case you forgot, they play ads as well. Sure, you can "skip" ads by switching to a different station, but the point remains that they compensate artists.
I'm not advocating for Spotify in particular. If you can support the musicians more directly, that's even better! But it's not fair to pay nothing, block ads, and then keep consuming content without giving anything back.