Spam mail not put into SpamSieve spam folder

I’m using Mac OSX 10.14.6 with SpamSieve 2.9.37b3. I’ve been having this problem for quite some time and haven’t found a reason for it to exist. I specified the spam folder that SpamSieve was to use, but whenever I find spam email, I find that the email is not in the identified Spam folder but rather a separate spam folder is created based on the email name. I have 4 different email addresses which are being filtered by SpamSieve. I keep deleting the new spam folders when they are created, along with the spam mail that is in them, but nothing is ever put into the SpamSieve Spam folder. Any explanation as to why it’s not going there or what I can do to not have new spam folders created whenever there is spam email?

Thanks for any help

There is a separate setting (the Change Settings command) that controls where trained spam messages go vs. incoming ones (controlled by the rule)