i found a way to eliminate this also.
install this plugin:
and then right click and the menu lets you block the embed, which has the domain open.spotify.com
and now i don't see this annoying message.
i recommend you use music services that don't stop downloading of their files. youtube and bandcamp both don't use DRM and don't stop you downloading. there's an app on linux called "video downloader" which can not only download the video, or just the audio of a video, or just audio of audio, as well as playlists, both on youtube and bandcamp.
i suppose spotify has its convenient browsing and playback controls but just letting you know that they DRM.