Why does reopen (a question) use a system-style dialog while close uses a custom one?
When you want to close a question, you must select a reason you think it should be closed, as there are many different reasons it could be inappropriate for the site. This is then sent off to the servers for others to vote on in the close queue, and to show as a message if the question is closed.
It's also consistent with some other "Are you sure?"s on the site, like when you retract a comment vote you get a system message confirmation too.