Hi @yonan32
Welcome to the Sonos Community!
If you can leave the room with your phone and Sonos is not affected, then you are probably not using Bluetooth to play to Sonos. Therefore, it sounds like the issue you are having has more to do with the operating system on your phone deciding to automatically connect to a previously active Bluetooth device (the hearing aid) than it has to do with either Sonos or Spotify. I recommend you disable Bluetooth on your phone until it is wanted in order to prevent this from happening. Spotify Connect works over WiFi, so this should not be a problem for playback on Sonos. As far as I can see it, however, as long as you take both your phone and your hearing aid with you, and you are not using Bluetooth to connect to Sonos, you really shouldn’t have this issue.
Alternatively, always use the Sonos app to play Spotify on Sonos and it will not matter what Bluetooth device your phone connects to - I presume this will be handy for phone calls.
I admit I am a bit confused, though - you state that you leave the room, and I presume you take your hearing aid with you, so how is the connection between your phone and hearing aid being remade? If you are not taking your phone with you, that would make sense, but it goes against what you said about the speaker not being affected when you remove the phone from the room.
I hope this helps.