> The problem is that some bands were never signed to a label, broke up before spotify got big, or for some other reason don't exist on any of the popular streaming sites.

For Spotify, Google, Amazon, Apple, etc. that's not a problem.

Are people going to cancel their accounts because they can't listen to a very small subset of music? Probably but it's going to be a tiny minority of users that's inconsequential to their bottom line.