Good point. The current version of Contact Form 7 doesn't send email when they are spam. This is because if it sent all messages including spam it would be meaningless to use spam filter. In my opinion, spam filtering for contact form is in a somewhat different situation from spam filtering for comment form, since comments are expected to be published eventually while contact messages are private.
In the future release of Contact Form 7, it is planned to support saving data submitted through forms to DB in addition to sending them as mail. It will save whether ham or spam and you will be able to view messages blocked by Akismet on the dashboard. So please wait for a while.