eM Client doesn’t have spam filtering. That is left to your email provider. In modern times where users access the same account from multiple devices and apps, it is not efficient to have separate spam detection on each device and app. Rather, it can be done at the source, and have the same clean Inbox on all devices and apps when and if they connect to that account.
And some providers, like Google (you have a Google account I believe) have artificial neural networks costing millions to detect and manage spam. A desktop app just can’t compete with that.