I consider it a safety feature of SpamSieve. It won’t tell Entourage to remove a message from the server unless SpamSieve has actually seen the whole message. In other words, don’t throw out the message based on little evidence. I recommend setting the “partially receive messages” setting to a large enough size that your spam messages will be fully downloaded. Then you would avoid this problem, and SpamSieve would be more accurate because it would be able to see the entire contents of the spam messages.
If that’s not possible for you, you could disable this feature of SpamSieve by editing the “SpamSieve - Move If Spam\cmM” file to remove the text:
and m's online status is fully downloaded
from line 31.