MacOs Mail app junk mail filter

Try checking the box to leave the junk mail in the inbox. Rules are only applied to New messages downloaded to the Inbox only. Rules don't get applied to other mailboxes automatically. If the message is moved to the Junk mailbox before rules are applied, then it won't get done.

If it doesn't work, try unchecking the box to filter junk mail before applying rules.

Addition: I see now that you are creating the rule within the Junk Settings, so in order to do the above, you would need to create a rule in the rule section rather that the Junk setting.

I've never tried using the Advanced rule option.

Just to update you, I've tried different things and also the way you have Junk filtering set. There is no way I've found to make the messages appear read in the Junk Mailbox. Guess that's just the way it is.

Read an article : Mail for Mac: Junk Mail Advanced settings

Feedback - Mail - Apple

I'm not convinced it's a bug. I'm trying to reproduce the results you are getting. I have to wait till I get junk mail to test. If I find something different, I'll post back.