I'm having the same problem. I previously had an iPhone 5 which worked excellently with Blue and Me. Whatever app I used to play audio (the default music app, Spotify, podcasts, satnav), it would come out of the car speakers and be controlled by the steering wheel buttons.
However, I have just bought a Samsung Galaxy S6 and the only thing it will play is audio files that are stored in the documents folder on the phone (in my case, only a piece of music left there by Samsung). If I try to play songs from Google Play or Spotify, it just plays through the phone's in-built speakers.
I have updated Blue and Me to the latest firmware. Any ideas? It strikes me as ridiculous that this is possible with an iOS phone but not Android.