Back in the day I wrote a tool to save songs from Pandora. It was basically an http proxy server, so I'm sure there were dozens of similar tools floating around. However, I never ended up listening to any of the songs I downloaded because it was never as convenient as listening to Pandora. I imagine the same thing with Spotify. Even if I had every song in existence downloaded in lossless format, I'd still use Spotify to listen to music.