I reported this by email to firstname.lastname@example.org, and they referred me back here.
I am using IE8, which though no longer supported should, according to email@example.com still work wrt the review features, especially since a workaround works.
This is the workaround I am using: I click Stats then use the browser's Back to return to the page, and then I can click Close, Leave Open, etc. Refreshing the page is another workaround.
Seems like a bug.