Welcome to the world of streaming!
I'm not a Spotify user, so I can't comment on how well (or not) Spotify works, but I get this all the time with TuneIn podcasts and radio stations, and occasionally with Slacker.
Usually with me it happens when I pull out of the garage and the car transitions from WiFi to LTE. It also happens on the road, where I suspect there is either a weak cell signal, or interference (it seems to happen as I drive past the airport).
I'm not sure what to tell you. It's a glitch in the streaming, and the software is not written well enough to handle it. It is very frustrating for me with TuneIn radio stations in particular because while I don't necessarily get the Loading Error (although sometimes I do), it skips horribly for about 3 minutes after I transition between WiFi and LTE as it tries to "catch up" to live. Really horrible software, but that's what I've come to expect in this modern world. Bluetooth connections, streaming on the phone and even TV sometimes glitches. You either have to live with it, wait for the software to improve, or listen to an actual radio station.
I will add one thing: I do try to tune into a particular TuneIn radio station that simply will not load wherever I am. Instead of a useful error message, I get the Loading Error. It's very consistent in that it NEVER works. Again, this is more a case of crappy software and/or the TuneIn service itself. But it's definitely not a hardware issue. It's just a fact of streaming life.