Sorry for not answering faster, but I didn't understand your suggestion until now - if ever.
I assume, that you were talking about "A Backlist Filter" of Mark Edwards. Then it doesn't seem to me to be a mistake, when a filtered mail appears in the training area. Perhaps it's easier to work with Spamihilator and his brilliant training area, when you check the functions "pre-mark spam mails" and "pre-mark non-spam mails" in the settings. Then you should find the mails recognized as spam marked with a little red devil envelope symbol. So this shows that the filter works fine. And then, the Learning Filter may learn from all those spam mails.
With kind regards, Chactory