Why is my computer making requests to my Roku about spotify?

It appears to be a feature called Spotify Connect. Spotify allows you to play music from you phone or computer using your Roku or smart TV, as most people will likely have better sound systems for their TVs than for their computer.

Presumably your Spotify desktop app is automatically scanning your LAN and querying compatible devices to be able to offer this feature. In your case it looks like you have a compatible Roku, but the app isn't installed on it, so it returns a 404.

You might not be aware of it (Roku doesn't heavily advertise it) but the Roku can be used for remote streaming across multiple services. I've used mine to stream Youtube from my phone over the Chromecast protocols.

As far as Spotify Connect goes, Spotify likes to identify all the devices streaming and any that could be used for streaming. For instance, if I fire it up on my phone, I can use my PC to control what's playing or vice versa (handy if you want to set a device up to stream and control it remotely). It's also a clever way for Spotify to also make sure you're only streaming on one device at a time per account.