Going through the close votes review queueueueueueueueue I ran into this audit.
Given that I can already see the question had been closed it seems less than useful as an audit.
This is a broken review audit. There's a question on mSO about it already, though that question doesn't really address this specific aspect of the problem. (This question doesn't quite do it either, so I'm going to post this separately on mSO.) At the moment there's a lot of review audit breakage related to the change in close functionality.
The "right" answer is Leave Open.
Should be working correctly now. See this mSO question for details.