Yeah, so, Spotify sub is just a license to listen to the music provided by Spotify and using their services to do so. You don’t have rights to the music itself, downloading it and bypassing DRMs is breaking ToS. Even if you downloaded the music, self-hosted it, etc, and you stop paying your sub, you’re just pirating the music.

My recommendation, and what I also do: Navidrome to host, Amperfy mobile app for playback (offline mode supported), and buy music directly from artists whenever possible.