I suppose an artist can opt out of having his music on Spotify (but if you have a contract with a record company, it might be their choice, not yours).

A few months ago, I looked for Bob Dylan on Spotify and found nothing. (I could find other artists covering Dylan songs, but not Dylan himself.) Now I see practically all of his work is there. Something must have changed; I suppose he either changed his mind or he worked out a special deal with Spotify.