Releasing of spam from mail quarantine should work even if you don't report the false positive. The message is resent using replay directory and antispam is not evaluated again.
If the email was marked as spam again, it means that it was routed through SMTP agent and tested for spam again - this is not the usual case. Do you have more Exchange servers in your environment? If yes can you describe routing of mail?
Information about delivery of the message can be seen in "Received" headers (in the detail dialog) of the message that returned to quarantine. Please post the "Received" headers.
BTW, which version of EMSX do you use?