I got no error message or notice of any kind. I noticed a problem only after my Junk box had been emptied completely without my typical daily junk mail added. At that point I unmarked "Send to Junk" in Preferences.
Today junk mail appears in my In box, as expected. I highlight it and hit the Junk button at the top of the Mail window. The marked junk mail does not go to Junk as before. Instead, it disappears. I have found that the only way I can preserve these messages in the Junk box is to manually drag them there.
I started in Safe mode. I did not change Preferences to "Send to Junk". I did not see any change. Junk continues to appear in my In box. I can drag junk but not click the Junk button.
I have not yet tried testing a new user.
I am using 11.0.1. I have not installed 11.1 yet.