This question seems half-way based on a false premise (although this is quite understandable). Let me try to explain what is happening. I assume we are talking about this review
There are two unrelated things happening that make this confusing.
Some items in the review-queues are audits and just there to test if you are reviewing carefully/correctly. These are automatically selected by an algorithm based on earlier community moderation. This question is considered as "known good" (and in fact is not closed on the site) by this algorithm and thus you were supposed to vote to reopen to pass the audit. (Such audits also exist in the other direction and in other queues.)
However, since community opinion and moderation are quite mixed earlier community input is not always reliable. In my opinion, it was also perfectly reasonable to vote leave closed.
So, technically you failed that audit, but you should not worry about this. Most everybody fails an audit sometimes, and as long as you do not fail it very often (in a relative sense) there is no consequence at all (and even if you would the worst to happen is that you will be blocked from doing further reviews for some time).
And, your vote to leave close was reasonable.
The text "Our system has identified this post as possible spam; please review carefully" is unrelated to what I mentioned above. Another algorithm identifies posts as potential spam or low-quality and notifies you about this to alert you to potential problems.
The one algorithm does not know what the other does and therefore there can be such strange coincidences. The system indeed thinks at the same time that this post is good quality and this post is potential spam.
Yet, that according to the system you were supposed to vote to reopen has nothing to do with the spam-warning or the post being closed for the wrong reason. There is no automatic closure for being spam.
Finally, to answer the question in the title. In general you should not vote to reopen a post that you think should eventually be closed only because you think the reason was wrong. By and large the reason is inconsequential.
An exception are duplicate-closures that insert a link and can create redirects. If you think something is closed as a duplicated while not being a duplicate it can make sense to try to change this. Likewise, if you see a closed question that actually has a duplicate it can also make sense to close it as duplicate rather than in the normal way.
However, these are somewhat special case and to get such things sorted out it can be better to post in the dedicated chat room