Spotify Customer Support released a statement that the Windows Phone app is no longer supported:
Thank you for dropping us a message. We are happy to hear that you found the Spotify Community helpful. Let us try and shed some light on our possible upcoming updates.
We can confirm Windows Phone 8.x is no longer supported. You can still use our Spotify application on the associated devices but it will no longer receive any further updates and download the application. We apologize for the inconvenience.
Regarding Windows 10, we can’t say at the moment if or when any specific release will be out, but as soon as there is something new, you will receive a notification on your device that an update is available and prompted to download it.
Hope this information has been helpful. If you have something else on your mind, just drop us a line.
Have a great day,
Spotify Customer Support"
The Spotify app got a major update/overhaul/makeover in mid 2015, prior to that, the app was awful and lacked even the most basic features (like customized radio and curated playlists). The mid 2015 overhaul saw the app updated to something almost on par with the Android and iOS versions, but it still lacks some features.
The app is still available in the Windows Store, it just wouldn't get any further updates, so if you were hoping for some of the missing features (from Android/iOS version) to make their way to Windows Phone, well, sorry, it doesn't look like that's going to happen now.
You might be wondering, well they could be developing a Windows universal app that would run on both Windows 10 desktop and Phone. But let me remind you that Spotify has an awesome win32 app for desktop, developing a universal app would mean they would have to end support for that version and really there is no incentive to do that right now. So I doubt we will see a universal Spotify app in the near future, certainly not this year at least.
There are alternatives though, Microsoft's Groove Music is available, so is Deezer Music and they are universal apps which are actively developed and thus get updated on a regular basis.
Though I do not think they are as feature-rich as the Spotify service is, but you can try them out and judge for yourself.