Spotify’s ultimate goal is to move you completely away from listening to recordings from actual artists, and instead listening to a stream of 100% AI-generated slop that they don’t need to pay any royalties on.
Letting you go from a song you like to its respective album (or really, doing any navigation other than “start/pause this algorithmic playlist”) is counterproductive to that goal and so needs to be disallowed, or at least made as difficult as it can be.