This is the behavior:
A subset of emails are being sent to a subfolder within the Junk folder.
They are marked with Apple’s Junk color, though Apple’s Junk mail filtering is NOT enabled.
I cannot mark them as Not Junk within the contextual menu.
If I invoke SpamSieve’s “Mark As Good” keyboard shortcut (Command+Control+G) only then are they made good, moved to the inbox, though they retain the gold junk mail text color.
This behavior is not present on my Mavericks machine which is up to date for both Mail and SpamSieve.