Why can't I add Spotify to my DJ project?

Alright, I just need to get these tracks from Spotify imported… This should be simple. Drag the songs into the software and—error? Unsupported file format? That can’t be correct. Let me try a different track. Nope, same error. Why is this so difficult?

Okay, calm down. Google will have the answer. “How to add Spotify songs to DJ software.” Let’s see. Forums, articles… There has to be an easy solution. Downloading third-party software like NoteBurner to convert files? It seems like this is the only method to DJ with Spotify songs. Has anyone tried this?