SpamSieve does consider the From name, and indeed this is a good way of catching spams.
However, SpamSieve ignores the name (and the message content) if the sender is in your address book. Use Mac OS X Address Book is a safety feature to prevent false positives. It would be confusing and rather useless if SpamSieve arbitrarily decided to ignore the address book because it thought other parts of the message looked spammy; the point of this feature is that you can count on messages from certain addresses never being classified as spam.
In this case, the fix is very simple: just make sure that your address is on your card in Address Book.