(the obvious answer would be the advertising company, anyone else or anything else I am not seeing?)
The only one directly losing resources is the ad company, until they get tired of it and stop advertising on Spotify. But Spotify is affordable, so the amount of people that jump through hoops and use these methods is insignificant.
My guess is that you still benefit them more than people who share accounts.
They're not similar.
1) There is no paid alternative to ads I see in Firefox - eg., I can't pay to support the sites I consume, like I can with Spotify.
2) Spotify ads might track my music listening habits. Web ads track everything I visit in a web broswer.
3) Spotify ads do not attempt to exploit my browser privacy features to deanonymize me.
If nobody is seeing ads, nobody is really losing money, Google is just getting it slower.