Maybe they’ve sent the same message to many other sellers and that might be why it’s been marked as spam - or maybe one or more of the other sellers who received the message marked it as spam - or the wording in it might have caused it to be flagged. Not replying to it will lower your response rate. If you don’t think it’s spam, you can submit the unspam request. It’s best to use your judgement to decide whether it’s worth doing. It might be (I had an order from someone whose message had been automatically flagged as spam - that I had to submit an un-spam request for once.).