I had this error in terminal vim, while MacVim.app was fine.
I fixed it by copying some English spell files from MacVim.app/Contents/Resources/vim/runtime/spell to ~/.vim/spell
I decided to post this solution because it worked for me, while i could not try Bram's suggestion because i am not familiar enough with Vim resources (which server? which file to replace? i did not seem to have any English spell files in ~/.vim/spell).
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