I don’t have Spotify and don’t know what’s wrong, but I would think the common way is to use Spotify Connect from the Spotify app. Though going through the Naim app should work as well, I suppose. The documentation at https://www.naimaudio.com/product/ndx-2/support hopefully shows the expected behavior:
If your on the free tier you cannot use Spotify Connect, you need to be a subscriber to use Connect. Sign up for a free trial and then it will work. If you have done this, make sure you have completley closed the app and restarted as I have had this happen before. If it doesnt recognise your on the subscription you cant use connect.