I think I’ve got a consistent issue here since upgrading finally to Sierra just a few days ago. It’s very much related to this other thread I hopped aboard. But I think there might be more going on as well.
I’ve just confirmed that somewhere between quitting Mail.app and relaunching it, my two SpamSieve rules (for my two accounts) get disabled. At first it seemed to be a one-off thing, but it now seems to be regular. And in fact once in the course of today the rules somehow became disabled without any quit-relaunch.
There’s more as well. When the rules are enabled, I’m getting regular false negatives with spam messages from familiar sources which were correctly filed before the Sierra upgrade. I’ve tried re-doing the train spam, to no avail. I’ve also even added a blocklist thingy for messages where the “from:” contains a particular string that I see regularly. But the next message from that source also landed in my inbox.