The ATV4K is probably unique in the way it decodes all the incoming audio, then repackages it. HDMI receivers get uncompressed multichannel LPCM. I believe Apple's motivation is all about how they're able to branch audio off to AirPods and HomePods with 'immersive audio' flair. Sadly, their legit-but-less-common means of delivering Dolby ATMOS multichannel content as uncompressed LPCM can cause some AVRs, soundbars and TV [e]ARC functions to choke! It would be cool if Apple added a digital audio passthrough function, but I digress.
Because the ATV4K generally handles audio differently, I would assume the Spotify apps on your TV and other devices work normally with your Sony AVR. Right? Well, because it's a Sony, try pressing the "Display" button on your Sony AVR's remote to see what it says about the ATV4K's weird Spotify stream. I would expect "LPCM 2.0 ch 48kHz" like I see with Pandora and with stereo cuts on Apple Music.
On the ATV4K, check out Settings > Video and Audio and select Audio Format - It should say something about ATMOS being available. You could troubleshoot by tweaking the formats under there, try forcing Dolby 5.1 output to see what happens... but it sounds like a Spotify app issue if you're doing well with ATMOS (and other audio formats) on your other apps.
[wow... so much typing but not much said :-)]