Yes, I’ve been working with the Airmail developers to make sure that it’s communicating with SpamSieve properly. Their SpamSieve integration code is new (as is Airmail itself), so there may of course be some bugs, but the intent is to make the integration first-class. Currently, Apple Mail has some additional features such as coloring messages with different spam levels and support for the drone setup that are not present in Airmail (or most other clients).
Airmail has direct support for SpamSieve built-in, so there is no plug-in to install. Just follow these instructions to enable SpamSieve support.