I had this review task https://math.stackexchange.com/review/close/571044 (ugly screenshot). There was no other option than "skip". Which seems obvious, but is this a bug in the review system?
This was actually an audit. Perhaps because I'm a moderator, I was presented with all the options when I went to the link.
I suspect that you're not the only user to have been faced with this, since it apparently entered the queue as an audit back in February 2016, according to the moderator timeline of the post.
Similar situations have been mentioned on Meta Stack Exchange: Audits mess up on migrated questions. So it's a long-known problem. I'm not sure what's taking so long to fix this, but have you heard about Stack Overflow's new top bar?
In case you're all wondering, I did pass the audit.