I just download from youtube with yt-dlp or using blackhole app to import spotify playlist or using some telegram bot to download songs from spptify links.
Convenience is because you have been using it and made your liked playlist there. I download the songs I like and play it locally because that is even more convenient to turn of mobile data or put airplane mode on and play song with much longer battery life and no other app notifications. Also you can play it on any device with the added benefit of not getting tracked and getting advertisements