In that case, it's because random numbers generated by a computer are pseudorandom, or just generated by the exact same arithmetic sequence. For instance, here's a really bad pseudo-random number generator: Start with 4. Take the last number, divide it by 2, and if it's even add 5. If it goes over 100, subtract 100. (I didn't claim it was good.)
These pseudo-random number generators can be improved by providing a seed number, which means if you give it the same starting point it will generate the exact same sequence, but the key is giving it a random seed. Often programs provide the current time as the seed. My last MP3 player would have been much better if they did that.
Spotify does a much better job with actually randomly shuffling playlists. But the problem with Spotify is if you listen to, say, Wilco radio, it's not adventurous enough and keeps playing the same few songs over and over in random order until you get sick of all of them.
Spotify upped its game with the "daily mix" feature, but yeah, radio stations are kind of crappy right now.