Mail wrongly flagged as junk, can't remove the flag, Mail doesn't "learn"

Hi there,

In Apple Mail, I noticed that some messages are repeatedly wrongly flagged as junk mail, mostly subscribed newsletters and flyers.

Clicking the "Load remote content" is enough to remove the "junk" flag from further messages from the same sender, but for some reason on mine, it doesn't do anything: the button becomes greyed out, and going back and forth to the same message restores the button to a clickable state:

Seems to work…

But no. Message is still wrongly flagged.

Plus, there's no consistency as to how messages are flagged: In the example below, three messages from the same sender, one is flagged.

Some others, like AliExpress, are almost always flagged. Yet others coming from the uni may or may not be flagged.

How do I solve this rather annoying inconsistency? Or, why isn't Mail learning from me manually telling it to load content, i.e. that the selected message isn't junk?