One of the things I like about SpamSieve is that emails placed by it in the Spam folder do not show up in the counter (the black oval to the right of the folder). I don’t like to be nagged that I have to “read” that spam email. Now, I have mail with Zipped attachments (which are almost invariably spam) forwarded from Mail to the SpamsSieve Spam folder, but Spam found by Mail (which is tagged with a yellow bar) DOES show up as an item in the counter. That makes sense, since Mail found it and tagged it before SpamSieve found it.
Sure would be nice if we could tell SpamSieve to always clear that counter when anything was added. A minor point, I know, but I can’t find a way to do it in Mail. As you have explained, one cannot turn off Mail filtering.
Mail’s junk filter should be turned off. Then it won’t tag anything.
What you can’t turn off is the iCloud server junk filter. You can use the Server Junk Mailbox script to have SpamSieve check the server filter’s work and optionally mark the messages as read so that they are not counted.