Spotify has (or had, I haven't used it in years) a similar feature called Local Files. You have to be on the same network as the computer to sync the files, and there's little metadata on them, but you should still be able to comingle local and Spotify music. It's not quite the same, but it's something.
It's definitely nowhere near the same. My music is at home, and the whole reason started using a music subscription is exactly to listen to it at work or at the gym. If I was home, there are dozens of free services that stream your music locally.
It's pretty close. If you use the download feature on a playlist that contains local files while in the same network, the file is copied to the device. So you'd have it at the gym or at work, you just need to make sure you've downloaded it to the device first.
It's basically music upload without the upload (and therefore always-available nature).
Great! But you can understand that you’re in a tiny minority and why Spotify won’t/shouldn’t add this feature, right?