I assume because these count as material for which Spotify technically has copyright over, or at least has been assigned a license to use, so importing them into a competitor app is likely to cause litigation.
I’m referring to songs that the other apps also have. As an example, both Spotify and TIDAL have licenses for - and will happily play - the vast majority of the North American catalog. Spotify has more user-created public playlists, but not a ton more music.
I mean collections of songs (ie playlists) are themselves copyrightable. Even if they have the songs licenced, they cannot copy playlists from Spotify without risking legal action.
Spotify actually got sued after some users uploaded playlists that copied ministry of sound playlists, so there is some history of actual litigation in this area.