This audit was failed, even trough the question has a close vote, and I was the one that casted the close vote. Why I'm shown an audit about a question I'm trying to close anyways?
This is just an edge-case that, frankly, most folks will never hit.
Audits are generated based on criteria that avoid posts with close votes. And review tasks associated with posts that you've voted to close are filtered out for you. However...
If the system generates an audit for you, and you open the post and vote to close it, and then jump back into review... You'll still have the audit there, waiting for you to review it.
Which you did. And then promptly failed it by trying to vote again.