When you review a close vote, you'll get:
You click on Close and to get to the options:
When you click on the close under the body of the question itself, you can't vote for Leave Open!
Can we have it there?
The "leave open" button doesn't do all that much, and it would not make a lot of sense to have it outside of the review queue. The major effect of it is that if enough users select "leave open", the question will be removed from the review queue and close votes start aging immediately.
The removal from the review queue is irrelevant outside of review itself, and the close vote aging also doesn't matter once the question has 100 views or is dealt with in the review queue.