Commenting on a thread that spammers have started or posted in without actually quoting them isn’t a big issue. The main downside is that in doing so, you “bump” the thread to the top of recent activity.
As I’ve mentioned before, while we do still occasionally get spam that is intended to trick forum readers into going to a dangerous web site that is designed to use a bug in your web browser to install malware (viruses etc) on your computer, the main purpose of a lot of spam now is to make the links turn up in so many places that search engine software such as Google are tricked into putting those sites closer to the top of any relevant web search. It’s called Search Engine Optimisation (SEO).
A lot of businesses are sent spam emails offering SEO services, and they like the idea of being at the top of a relevant search, so without thinking about the fact that the process might be unethical, they pay the spammers to optimise their search engine position, and off it goes.