At the time of posting, the user who made the post only had 9 posts.
In AdminCP > Setup > Options > Spam Management, you have: Maximum messages to check for spam = 10
The user has 9 posts, so their message will be considered for spam.
If the post contains any of the words in "Spam phrases", the message will be treated as spam. In your "Spam phrases", you have the word "contact".
The user uses the word "contact" in the post, so the message is treated as SPAM.
When a message is treated a SPAM, you selected to "Manually approve".
The user's message was treated as SPAM, so the post goes into XenForo's approval queue.
This is a default feature of XenForo, and based on your chosen selections, and the content of the user's post, the feature is operating as expected. Marked as Not a Bug.