I too see the rules SOMETIMES applied, sometimes now. There is no rhyme or reason that I can discern. I open Mail, it checks for new mail. Every once in a while, some of the rules will work and the mail is sorted appropriately (or at least partially). At other times, it totally ignores the rules.
If I select all mail, then "apply rules", it usually (about 90% of the time) will then appopriately file the emails in the correct folders. But even then - the other 10% of the time, it "misses" several or all of the messages it should have moved. A second "apply rules" usually gets it all sorted.
Big dropping of the ball, Apple.