I’ve used Spam Sieve for many years and think it’s great, so was dismayed today when, while using it, I managed to lose a pair of messages. They’d been marked as spam by Spam Sieve, but I wanted them, so selected them and did Train as Good. They disappeared from my Spam box and, briefly, appeared in my inbox, then vanished.
I’m running Spam Sieve 2.9.51, Mail Version 16.0 (3731.400.51.1.1), GPG Mail plugin version 7.0, all on a 16-inch Powerbook from 2021 (M1 Max) running Mac OS Ventura 13.2.1
Usually if this happens it means that another computer moved the message off the mail server, e.g. because it had a rule that was set to use a local mailbox. There’s more information about that and some other possibilities here.
Also, please make sure that your SpamSieve rule is set to use the special Junk mailbox and that the Junk mailbox is stored on the mail server (for all accounts). That way you will avoid the Mail data loss bug that can occur when moving messages cross-account.