I have multiple email accounts in apple mail. When I used to ‘train as good’ from my spam folder (spam from all accounts wind up there) it would move the train as good message to the account it plucked the spam from. Now it puts it into another account’s inbox. This changed recently, maybe in the last couple of months. I haven’t reported it until now but I had some time so I thought I’d try to solve it.
When you train a message as good, SpamSieve tries to move the message to the proper account inbox. It takes the To and Cc addresses of the message and looks for an account with a matching e-mail address. If there is no To/Cc address (e.g. a bulk e-mail), or there is no matching account, SpamSieve picks the first account. Please see Account Aliases for how you can make sure that all the addresses you use are listed for the appropriate account.