Especially since in many instances, you don't actually want a dialogue with the spammer. I don't want to 'unsubscribe' myself given that I didn't 'subscribe' myself in the first place. Also, why would I let the spammer know that I read the email and my email is active?
In this case, you're doing the right thing: you didn't ask for it, it's spam. Presumably, you classifying it as spam helps the spam filter learn and apply that knowledge to others' inboxes, too.
