Same here. Spotify claims it's the podcast producers' doing when ads are inserted this way. It still miffs me. One of the conditions of being a paid content provider for Spotify should be that you provide an ad-free experience for premium subscribers.
They are, and I think that Spotify should work to ban them. If I'm listening to a podcast on Spotify, then presumably the podcast creator is already getting my money (indirectly, via Spotify) and therefore I should get an ad-free version.
This gets to a question of what’s an ad. Take EDM DJs. Could they advertise an upcoming festival they’re playing at, even though the main purpose of the podcast is playing music?