Junk mail not working properly for iCloud email account

I am having problems with Junk Mail for my iCloud email account, is anyone else having these same issues? My junk mail for other accounts is working normally as it always has but for iCloud, my emails are being filtered and tagged as junk at the server and they are in the Junk Mail folder in Mail on my Mac, however they are not recognised as Junk on my Mac. What I mean is, Junk Mail is supposed to be displayed in a different colour and there is a button in Mail that allows you to tell Mail that it has incorrectly filtered an email as junk. The Button is supposed to be a "Thumbs Up" so you can change it from "Junk" to "Not Junk". An email flagged as Junk also has a heading that says "Mail thinks this message is Junk mail" and the header also includes the button to specific that the email is "Not Junk". However, iCloud mail does not have this, the emails are in the junk folder so I miss them but they are the normal white colour and the button is incorrectly a "Thumbs Down", i.e.. all I can do is tell Mail that it is in fact Junk even though it is already in the Junk Mail folder. I cannot tell Mail that it is "Not Junk". There is also no header stating that Mail thinks the messages is Junk mail".

This problem seems to be caused by the Junk mail filter in the iCloud server and there does not appear to be any coordination between iCloud Mail on the server and Mail on Mac!! The simple solution to this would be to disable Junk Filtering on the iCloud server but from what I have read this is not possible. In fact, I don't want Junk mail stored on iCloud, its a waist of space but if you disable this function all it does is store the junk mail on you Mac but the filtering still occurs at the server and as above the status of the emails is not correct in Mail, i.e.. even though they are in the Junk folder "On my Mac" you still cannot change the status to "Not Junk".