I'm having trouble understanding your comment - because you explain exactly why artists would choose not to participate if there is a "paid" option, but then you say it annoys you when artists decide not to participate. Why does it annoy you?

Spotify has a discovery benefit, but it also robs track/cd sales. This is in contrast to something like Pandora, where the discovery aspect is just gravy, and a person still has to buy the tracks to listen on demand.

If an artist is being rational, they compare the discovery benefit to the track sales loss, and act accordingly. If a fan begrudges that choice to the extent of feeling justified in pirating, then what does that say about the fan? Spotify is actually complicit in reinforcing this attitude.