When you are listening to some of your favourite artists it is important you listen through good speakers or headphones. You will not hear the quality of sound you need for this to beneficial through the speakers on your laptop.
Don’t rely on Spotify to show you saxophonists either as this is really limited, you have to know what to search.
Some really different sax players you could look at are:
Jazz; David Sanborn, Stan Getz, John Coltrane, Jan Garbarek
Funk; Maceo Parker, Candy Dulfer
Classical; John Harle
Pop; this is actually a difficult one as the good pop players actually come from a jazz background and tend to feature on tracks rather than recording their own albums. So for pop players I would be more inclined to listen to tracks over artists. Things like Baker Street, Careless Whisper, bands like Tower of Power and artists such as Lovely Laura.