Correct, you don't want to obstruct the soffit holes at all. They're designed, as such, to allow so-much air through them. Obviously, there isn't anything to prevent you from putting screens over them but you'll defeat the purpose of the vents just so you can satisfy your spider problem.
You don't say where you live nor do you say what's 'around' the house. Nonetheless, the spiders are 'there' for a variety of reasons. 1) There's a food source inside the house. If you could alter or eliminate the food source, you spider problem may go away. 2) The conditions inside the attic/house are MORE favorable than those outside. If the roof-line is near a tree canopy or is shaded, perhaps if you clear branches away from the roof-line and let some SUN up there, the conditions outside the house may 'improve' enough that the spiders will find out that the inside of the house is not as 'nice' as it is outside of the house. 3) The spiders are house spiders. House spiders don't live outdoors. They're 'designed' to live in the house. Again, if there's a food source inside the house, they'll make your home their home. Reduce, or eliminate, the food source and your problem may go away.