I am not a Spotify user any more, but I thought that it had never been possible to set crossfade when using Spotify Connect.  This seems to be confirmed for mobile devices in the following Spotify support article.

https://support.spotify.com/lv-en/article/crossfade-feature/

Have you previously been using a desktop Spotify app, where crossfade has been available (and may still be, for all I know)?

In any case, when using Spotify Connect (you state that you are using the Spotify app) you are not really using the Sonos system at all, just a Spotify Connect enabled speaker with a Sonos badge on it.

So you appear to be blaming Sonos for a change that is not in Sonos’ control and probably hasn’t actually happened. 

Also, if you want the music to stop, press the stop button. The music is not playing from the controller device so there is no reason for it to stop when the app is closed. I don't believe this is a change either, but I am not an expert on Spotify.

Spotify supports crossfade on my Five, running 14.4. But I use the Sonos app, not the Spotify app.

That would presumably then be Sonos crossfade not Spotify crossfade?

I have never used the Spotify app on my Sonos gear, so I have no idea what the difference is.

My point is that when using the version of Spotify that is integrated into Sonos it is the crossfade settings within Sonos that determine what happens. It is essentially a property of the queue. What Spotify Connect offers on crossfade is irrelevant.

By contrast, when playing from the Spotify app it is the Sonos crossfade settings that are irrelevant. What happens will depend on the settings offered in Spotify Connect and will be the same played through any Spotify Connect enabled speaker made by any manufacturer.

That is why the original post does not make sense.