The DNA relationship is calculated solely on the basis of the amount of shared DNA. Other than a parent/child or full sibling relationship, the amount of DNA that you share with a given relative can vary, sometimes significantly, from the average for that relationship. Here it sounds like the amount of DNA you share falls into the gap between Aunt and 1st cousin so the calculation puts you in the one closest (Close Family or 1st Cousin).
Could your Aunt possibly be your half aunt? That could explain the amount of shared DNA. See the chart at:https://dnapainter.com/tools/sharedcmv4