I'd say it's quite encouraging, actually. Unless it's a really sketchy outfit (in which case, hopefully you wouldn't be submitting to them in the first place

), then they probably get a dozen (or far more) story submissions for every slot they have. So they wouldn't give such a response unless they saw the story as a good fit for an upcoming antho. Not a promise of publication, but at least a good sign that it'll make it to the final round for consideration. But then, nothing's certain until you get a contract (or even after that, actually--I have a couple of "upcoming" publications that I'm beginning to wonder if they'll ever see the light of day...).
So yeah, you do have to weigh, as Kerry says, the fact that you might be passing up on other opportunities to leave it with this venue. If there's some other place you think it has a good chance at, you may want to see about subbing it there in the meantime. But with typical acceptance rates at most places, I'd guess you'd be better off being patient with this market, letting them hold on to it (really October isn't
that far off), and then working on polishing up and submitting other stories in the meantime.
Either way, an encouraging response, though, even if it's not an acceptance quite yet. Congrats!