Perhaps your mail server’s spam filter (e.g. Gmail) marked it as spam? It is normal for Mail (on Mavericks) to show messages that were marked as junk in brown, even when Mail’s own junk filter is off. This is not really related to SpamSieve.
You’re just seeing the brown bar above the message, not the message itself brown in the list (like marxster is seeing), right? If so, I think that’s normal.
When you train a message as spam, SpamSieve tells Mail that it’s spam. SpamSieve has always done this so that (a) Mail hides the images for spam messages to protect you, and (b) Mail’s own junk filter stays up-to-date in case you ever want to use it. The difference with Mavericks is that Apple Mail now shows more of its own junk filter user interface when it’s turned off. You should ignore this if you’re using SpamSieve. That is, always choose “SpamSieve - Train as Good” rather than clicking the “Not Junk” button.