You don't have to, but it does often feel like when you use Spotify that isn't what the app would like you to do. The initial load in heavily steers you towards using a playlist instead and whilst it will occasionally list albums on the home screen it's often broken and will give you a single instead. I'm a huge Spotify user and listen to a lot of albums on it, but there's definitely merits for a more focussed experience like physical media or a digital player.