Try Settings > Siri & Search, then disable “Suggestions on Lock Screen".

If (as the other commenter mentioned) it turns out U2 is playing in the official Music app from Apple instead of Spotify, and the above doesn’t work, add this track to your library: https://music.apple.com/us/album/a-a-a-a-a-very-good-song-silent-track/1268932999?i=1268933000

Edit: You could also delete the “Music” app entirely instead of adding the above song, if you plan to use Spotify exclusively