I'm a premium subscribed now but I used the free service up until they limited the amount of plays per song and how long per month you could use it, and for me it's worth the $18~ I have to pay to get access to the music I want to listen to anywhere. Even if there is some bandwidth usage if I keep it running. It's never so much that I notice it in any way and it "gives" when other applications demand more bandwidth.
How often do you actually have Spotify running without listening to music anyway?
News to me. I've seen a lot of ads and reviews for them and I don't see this mentioned at all, or at least prominently.
I also noticed something strange when removing it with CleanMyMac (similar to AppZapper). There's a separate dock icon file for Spotify, and removing it restarted Dock.app. I think that might be to cover up Spotify running in the background somehow.
If you are running MacOS X Lion, then the OS might keep the underlying OS process around in case you start it again -- this is by design. I have not been able to observe this personally, however.