You can't choose where your income tax goes, you can choose not to use spotify or put your music on there.
Extrapolated to the extremes of "I don't want megalomaniacs publishing my music" you just end up with nobody ever hearing your songs.
But to answer your point, yes. People have the autonomy to not do business with individuals and corporations that don't align with their values. It's a personal choice. You may not understand it, but if more people had convictions like this the world would likely be an entirely different place.
He's well within his rights to protest whatever he wants. Prioritizing a beef with Spotify just seems hardly self-consistent with protesting the technological advancement of the military.
> if more people had convictions like this the world would likely be an entirely different place.
A functioning democracy only requires that people vote. If you want to take serious action towards world disarmament, stop voting pants-on-head insane representatives into power. You could bankrupt every single PMC and military contractor in the world, and governments would invent their own to fill their own security needs.
A politician you hate could play it a campaign rally.