Spotify continue playing across PC and phone?

Am I doing something wrong or expecting something that doesn't exist in that I assume Spotify would keep track of what is being played across devices?

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I am at home, using the spotify app on my PC to play a playlist. I hit stop. Go the gym, open the app on my phone and hit play.

Why doesn't it know where it was from my home's use and pick up from there on my phone?

Seems like it will just replay the same songs I was listening to at home on my phone and not continue on with the playlist.

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Is it possible to have Spotify continue from device to device, location to location, with everything under the same account? I am not wanting to play music, at the same time, on multiple devices.

I just want it to keep track of what has been played as I move from device to device. With regards to what to play next, not for stats tracking.

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I have a premium account.

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only one flair allowed - but Windows app on home PC, and iOS app on my phone.