I can't promise this will do it, but in Apple Mail Preferences look at Accounts>Mailbox Behaviors>Junk and also Mail>Preferences>Junk. If you use SpamSieve this last one will be greyed-out, which is normal since SpamSieve is handling the filtering.

Check to see if things are set in a way that makes sense to you.

On a Mac since 1984.
Currently: 24" M1 iMac, M2 Pro Mac mini with 27" BenQ monitor, M2 Macbook Air, MacOS 14.x; iPhones, iPods (yes, still) and iPads.