The Review section can give you a brief about the answers you selected and point to what correct answers were, for an hotspot, it would give you a "green check" to the area which was correct spot.
If you check your second image -- the middle Green Caption/button has a shade of " green check " which indicates that was the correct spot to have been selected, and Blue star states the section you selected. in additon to that you can enable the hint or incorrect caption for hotspot from Quiz Properties.
Now that you mention it, I see the green check. But when learners are used to seeing info in the review section, and don't see it for Hot Spot questions, they will be concerned. Yes, we use the feedback for correct and incorrect captions, but this is during a review and is not a good experience for them. I think I either need to discontinue use of Hot Spot questions, or discontinue the ability to review quiz questions.
Alternatively, you could build your own Hot Spot question slides using normal slides and click boxes to simulate hot spots. You'd need to use some fancy Advanced Actions and variables to simulate review feedback, but it's possible.