Hello Peakyma,
Thanks for connecting with Apple Support Communities. We'd like to provide you with the steps that can assist you with filtering your iCloud emails:
"Filter email
- In Mail on iCloud.com, click the folder you want to filter in the Mailboxes list.
- Click
above the email list. - You can see the current filter next to “Filtered by.”
- Do one of the following:
- Change the filter: Click the current filter. In the pop-up menu, choose the filter or filters you want to use.
- Stop filtering emails: Click
again.
Tip: You can also filter emails on the iCloud.com homepage. Click
in the lower-right corner of the tile, turn it on, then select a filter."
More details here: iCloud User Guide - Search, filter, and flag email in Mail on iCloud.com
At this time, those settings would be the only way to adjust this feature. However, you can submit feedback to Apple concerning this issue. You may not receive a response back, but your submission will be thoroughly reviewed: iCloud - Feedback
We hope this helps.
Have a wonderful day!