Spammers are really in two businesses – one is selling viagra (or whatever) and the other is selling email addresses. If they can send an email which confirms that the mailbox leads to a live person they can sell it.
For many older mail clients, opening a spam email is enough – spammers can put an invisible image in the message which calls back to their servers and confirms your email is good.
Now, if you click on the link in the message, you might even buy some cheap penis enhancement products or sexual dysfunction cures. Apparently there are hordes of people doing this, which I find to be scary. But then again, Bush got elected TWICE, which is just and scary, for the same reasons. Maybe these are the same people.