This is just Spotify not finding a user with username=[your email address] and looking for that user on Facebook.

I did a test by creating an account with the email benjamintesterton@mailinator.com (not linked to a Facebook account) and username benjamintesterton. When I tried logging in with the email, it failed, but with just the username worked.

If logging in with the email did work, it would mean that Spotify authenticated you with their server and then abused your credential re-use to hack your Facebook account. However, this appears not to be the case.

They should just check email=[input] OR username=[input], but that may be backwards-incompatible and break the functionality of people who use their Facebook credentials to login.