On my Macbook I use two accounts of my provider and two of Google mail. Sometimes it happens that junk mail of one Google account appears not in the Spam box but in the junk mailbox of Apple mail. As I push on this mail on Ctrl + Command + S nothing happens. In the settings of this Gmail account I uncheck all mails under system labels. It happens a single time but I think it is not correct.
That’s normal because Mail shows the messages that the Gmail junk filter caught in its Junk mailbox. Since the messages there were not processed by SpamSieve and thus cannot be SpamSieve mistakes, there is no need to train them as spam. If you don’t want Gmail to put messages there, you can turn off its filter.