Spotify Connect doesn't work with Running

[mrwufs]

When I use Spotify Running, Spotify Connect disappears. Compare that to the bar at the bottom that normally appears with the devices I can connect to. I assume this is Spotify Connect? This is the view that opens from that bar for when I'm not using Running.

Is this a bug or expected behavior? 

It means I can't play the audio from my phone to my Chromecast Audio/Sonos speakers. I want to use Running while on my treadmill and hear sound coming from the speakers instead of headphones.