Spotify used to not handle this well, but now it works perfectly. They also support special-case DJ playlists for EDM etc: you can listen to the full track if

Spotify used to not handle this well, but now it works perfectly. They also support special-case DJ playlists for EDM etc: you can listen to the full track if you play it individually, but cue points and fade duration are stored in the playlist metadata such that the cross fade happens at the right point in the song so everything blends seamlessly. As far as I can tell you can’t configure this in user-created playlists though.