Why is it a very bad idea to interact with spam questions, even harmlessly?

I’ve noticed that some users note the time and date in some spam questions. I’ve wondered what purpose that serves. But does that count as “interacting” with the spammer?
Long ago a mod posted a commentary about the life of a mod, and people interacting with spammers was mentioned. I got the impression that it’s a big NO NO!!!
Why is it so wrong?