I just did a review and clicked I'm done. The action displays as No Action Needed. This is weird, as I put a comment below the review.
What is wrong?
I presume you are referring to this review:
Even though you've added a comment, it would appear that you selected the No Action Needed option. Even by 'reviewing' the post by adding a comment, the No Action Needed button is still enabled on the review page. It is possible that you may have accidentally clicked the button instead of the I'm Done button.
Even though you didn't click I'm Done, the review still counts towards both your statistics and as a review (i.e. the review is removed from the queue, unlike the Skip option). Your comment is also unaffected.