So basically, you can self host something similar to Spotify fairly easily or just keep your music on your phone (if you aren't a die hard quality guy and don't have millions of songs).
There's spot-dl to mass download your playlists from YouTube. Granted, YouTube doesn't have everything. Then you can support your favorite artists directly by buying merch from their website, their albums on Bandcamp, etc.
The thing is you can stop using the app but it will still keep generating playlists for you. By now, it knows you pretty well. So you can just go back periodically to download more songs and abuse of the algo without actually giving them money and ad revenue. From what I understand, it's the discovery feature that is missing from most open source apps.