I’m still on High Sierra, and lost all rules after adding sync on iCloud to one of my Apple Mail accounts a few days ago. I’m guessing that’s what it was, because I turned off syncing for Mail, and then copied MailData folder from a recent backup to ~/Library/Mail/V5 (NOTE, move the original MailData folder to the desktop, rather than overwrite it, until you’re sure everything is ok). Now after a frantic search to find out what happened, all is back to normal. Or so it seems. iCloud syncing is still a mystery/mess.
I’m glad that you were able to restore from a backup. Just to be clear, iCloud syncing of Apple Mail rules is not affected in any way by SpamSieve. And it doesn’t matter to SpamSieve whether you have syncing enabled or disabled.