Apparently, the Spotify app requires lossless settings for each WiiM device.
For the moment, I have changed all five WiiM devices to lossless.
To be honest, I'm not sure of the procedure, but if you don't see the 'Lossless' tag on the WiiM device in the Spotify Connect screen, try the following.
1) Ensure that you are getting lossless playback on the phone's speaker.
2) Open the device list and connect to the WiiM while it is playing on the phone's speaker.
3) Open the 'Media sound and Video quality' section of the settings screen, the audio quality setting for the WiiM device is active, as shown here. Select lossless.
View attachment 26658
(Apologies for the screenshots in Japanese.)