While we are on the topic, one slightly irritating thing with the spam check page is that when a thread is deleted from there, you are then returned to the forum page rather than to the spam check page. This means that if there are other threads to be dealt with you have to go back there. It only takes a matter of seconds but it's a bit annoying if there are loads of marked threads and it has to be done multiple times! Could this be changed so it defaults back to the spam check page after a deletion? Or, that it only returns to the forum pages if there are no more spam threads left? (Not sure if that is technically possible! )
On this, what I tend to do when clicking on links from there is to use the option to "open link in new tab". On my mac command-clicking on a link does it. I think on windows it's maybe ctrl-click? If you right click on the link you should see the option there to open it in a new tab anyway. Doing it this way, I can just deal with the problem in its own tab and then close the tab when done, leaving only the forum spam page visible.
I do this too, but sometimes I have so many spam tabs open I lose track of which I've dealt with and which I haven't! This is probably because I try to be too clever and go onto to the next one before I've finished working on the current one.
I love the new spam notifcation. Like you say, it's hard to miss.