What grand times we live in, where you can actually get this kind of data from the services that you use. Having the law say your personal data is owned by you and not some company just because it's on their server may turn out to be a landmark in consumer friendly legislation!
I don't think everyone agrees people have the right to claim ownership to all data exchanged in a multi-party interaction. Further I don't think anyone understands Identity well enough to be able to provide transitively collected data without breaching confidence of similar third-parties. Nothing is as simple as a quip can make it sound.
I'm obviously not a lawyer or anything but I think that this would be more compeling if Spotify was open source. "You don't want to share this? Well just remove the code then."
Here not only can't I do that but I've been a paying customer of Spotify for years and I had no idea that they even collected 90% of that stuff. In these conditions how can it be argued that I gave them ownership of data I didn't even know existed?