Access to Heos devices for Alexa is provided via the Heos skill which doesn’t list Spotify as a supported music service - see the skill description
Unless there’s been a recent firmware revision, I think that’s still the case.
You’re missing the list of supported services in the skill description (and no doubt some in the comments/reviews) - Spotify isn’t one of them:
https://www.amazon.com/Sound-United-HEOS-Home-Entertainment/dp/B0756X5XJ2
This has been a long-standing issue with promises from Denton/marantz/heos that it’s “coming soon” but it hasn’t. If you Google “Alexa Heos Spotify” or similar, you’ll find entries like the one below on the Spotify support forum - basically Amazon’s API for third party speaker skills doesn’t support Spotify so Heos’ hands are tied. As suggested in the link, wire an echo input/flex/dot into your heos speaker and direct Spotify to that