If the messages are in your inbox, I recommend updating to SpamSieve 3.0.1b3, which works around a Mail bug that can prevent the inbox from being filtered. If the messages are in another mailbox, make sure you’ve added that mailbox to Filter spam messages in other mailboxes.
If you are using the Mail extension, you can delete the SpamSieve rule but leave Server Junk Mailbox SpamSieve and Rescue Good Messages SpamSieve.