Most email services don’t actually mark something as Spam unless you click on their Interface.
Simply moving an email into or out of a spam folder doesn’t train their filter.
Gmail is one of the only exceptions. Moving email out of the Gmail Spam folder does teach them that that email is not Spam.
Gmail Only
So for Gmail and G Suite hosted addresses, you do have the option to use the “Report Spam” button along the top of the web-mail UI or from the (3 dots) kabob menu while viewing a @SaneLater item from in the native Gmail app.
All other Email Hosts
For most any and all other non-Gmail email services, there is nothing SaneBox can do to signal to your service that something is, or is not, actually Spam.
Check your host’s web-mail portal in a web browser to see if they offer a tool-bar button for you to use yourself to mark as spam or report spam items while reading mail in various mail folders through their web-mail site.
Make a routine of marking as spam from web-mail if that’s where your host offers that tool.