Because radio is not a substitute for recorded music. The inability to choose what you're listening to was always the stick that compelled listeners to purchase a recording. If you have Spotify, there is no reason to ever purchase that music in a download store.
Fast, reliable, and unmetered wireless is by no means ubiquitous. There is still the benefit of being able to play offline, burn to CD for the car, share with friends, etc.
Admittedly, the incentive to want offline music may continue to diminish over time.
