Yeah, about that... Why do the transaction has to necessarily be transmitted through an SPV server?
Because that is how electrum (and other light wallets) work.
They don't hold any blockchain data and connect to the servers to get balances and transmit transactions.
You can get around this by running your own server but at that point you don't have to worry about SPV spies.
Side note, but if you are concerned about privacy when using things that rely on other servers then you should be sure your client allows you to select which server you connect to.
-Dave