I wondered if that was the case, thanks for confirming.
But please note this is only the case on PiMusicbox 0.6 (and earlier). Normally, running mopidy as a system service will use config in /etc/mopidy/mopidy.conf and running mopidy as your user will use config in ~/.config/mopidy/mopidy.conf as per the docs. On PiMusicbox I think both locations link to the same file, I think this is an attempt to avoid confusion and help debugging.
As a long time PiMusicbox user I’m quite surprised you’ve not run into the Spotify playlists problem before. If I remember correctly it is dependent on some unexpected behaviour from Spotify’s service so maybe it’s related to your geography or your internet connection or who knows!
The issue was fixed in pyspotify2 which is used in later versions of Mopidy.