When Spotify started, they only allowed to create accounts via your Facebook account. Well this sucked of course, and they moved away from that. However, having signed up at that time, I was stuck with having to use Facebook to get access to my Spotify account. Of course one could easily create a new account without Facebook these days and there are even ways to migrate your playlist and other data to that new account. The Spotify support knowledge base suggests, that you have to create a new account and to me it does not read like you could keep you playlists and other data.
This did not sound very appealing and would have been quite a bad experience and way to deal with that imho.
However, I gave it a try and reached out to Spotify Support via their contact form: As it turns out, it was super easy to have them move all my data (playlists, as well as “My Music”) over to a fresh account and delete the old one. The support was very, very helpful. Clear information and instructions and very fast. I have been a bit disappointment with their software quality from time to time, especially on Android. But moving away from an account bound to Facebook to a normal account, just using Username and Password was a surprisingly easy, fast and pleasant process.
If you have a Spotify account created via Facebook Login and want to get rid of the linkage, I really recommend opening a support ticket and get it done easily (despite the support FAQ stating otherwise).
Nils