Been a SpamSieve user for long, long time. Yesterday reformatted MBP with Mountain Lion and installed everything from scratch. Using Apple Mail with three accounts: Exchange, Gmail, and .Mac/MobileMe/iCloud.
Ran a (non-SpamSieve) rule against all mail. All messages were processed by SpamSieve and several hundred (335 to be exact) were moved to the “Spam” mailbox on my computer.
Went through the list and selected most of the messages (cause they were ‘good’) and selected the Message --> SpamSieve - Train as Good menu option. They were added to the log as “Trained: Good (Manual)”, but did not move back to their original location.
I did not try to move any training to the new machine from backup. Checked both the rule as well as the mailbox name (“Spam”) and both look good.
Mountain Lion 10.8.2, Apple Mail 6.1.1498, and SpamSieve 2.9.5