This basically means we won't get the most interesting benefit of sideloading which is third party clients to proprietary platforms like Messenger, Snapchat, Reddit, etc.

Because under the DMA rulings they do not qualify as Gatekeeper Platforms IIRC

Bingo. And this is the problem with the DMA. Protectionist and gerrymandered.

Why isn't Spotify part of the DMA? Who knows!? Ask any musician and they'll tell you it should be.

I am p sure what you should rather be mad at is Universal Music Group, Sony Music Entertainment and Warner Music Group.

Spotify also has competition (more than 1) in Apple Music, Amazon Music and YouTube Music (and Deezer?), at least those are the ones I always see popping up and being used/talked about. There are then places like Bandcamp that provide something similar, but not the same.

And how can consoles get cuts of revenue when games are sold? It's all about licensing and contracts. Why does Epic get 5% on every game sold using their engine? Same reason. How can publishers sell licenses to libraries with a fixed number of checkouts and time? Same reason. And, this is the reason Apple will point to when demanding their 30% or per install fee.

PCs are the exception in this world.

I'm sure this is one reason many people moved over to PC gaming in the last decade.