I've never had this issue. Spotify (on Mac) uses the computer's sound output setting (laptop speakers or monitor), unless you choose another destination with the Spotify 'device' option.
Presumably there's something incompatible with how the Spotify client plays audio and how his system handles audio playback. His point still stands though - with MP3s he can use an alternative player, with Spotify he can't.
I use an ncurses Spotify client (I forget what) or a web browser to listen on my computer (normally I do it on the phone and airplay to the required speakers). Never had an issue.
My problem with Spotify isn't the DRM, since I use it mostly to play either background music or find different things to listen to--like I used to use satellite radio. The problem with Spotify is that the artists (for the most part) get so little while providing the content.
Might be because I use the web client? To be honest I haven't put any time trying to get it to work as I've got a simmering resentment about having to waste my time on things like this! On the plus side I've built up a good playlist on SoundCloud.