I've noticed this problem several times, I'm not sure if it's a bug though.
When I review the close votes, sometimes when I click the close button I can't see what the original closer has chosen as an option.
Most of the time you see a blue square with the number of close votes next to the option but sometimes there's nothing.
The only way I can see why the question is being closed is by clicking the
(more) next to
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See screenshot below: