Listen to this with earphones.
1st is iTunes
With iTunes the track skip is abrupt, the diaphragm of your speaker is required to stop vibrating immediately which causes a noticeable pop sound.
2nd is Spotify
With Spotify the track subtly but quickly fades out, bringing the vibration to a smooth stop.
This level of attention to detail is incredibly rare in software design and speaks volumes to the quality of people working at Spotify.
For extra fun, during the loudest part of the clip above and while wearing earphones, hit pause. Hear the pop? Soundcloud should sort that out.