My opinion has always been to either make a comment explaining what they got wrong or make an answer that also addresses their misunderstanding. Voting down the question won't teach them what they misunderstand, neither will voting to close. I'm assuming that you mean some small misunderstanding as opposed to something that makes the question itself incomprehensible. If the question gets something wrong about philosophy but is also incomprehensible then voting to close is probably the best option (although that should always come with a comment explaining that the current question is too confusing and they should try to edit the question to explain themselves).
I also think it's bad to try to edit the question and put the correct information into it from there. That falls under the 'conflicts with the author's interest' category of rejection, because they are asking a genuine question about what they believe even if they understood something incorrectly. Someone changing the phrasing of the question to be correct conflicts with the question the author wanted to ask.
I think the best thing you can do is answer the question and in addition explain what the person who asked the question got wrong about philosophy so that they can have a clearer understanding of the topic they're asking about. Short of that, an explanatory comment seems good to me.