"Move to Spam folder" not working for forwarded messages

I have three mailboxes: ddd@eee forwards to ccc@bbb, ccc@bbb forwards to aaa@bbb.
Everyone has spam filter enabled and option "Move to Spam folder" selected.

This messagge has been correctly recognised as spam but not moved to Spam folder... why this?

Return-Path: <trojlita384@gmail.com>
X-Spam-Checker-Version: SpamAssassin 3.3.2 (2011-06-06) on xxx.yyy
X-Spam-Flag: YES
X-Spam-Level: ********
X-Spam-Status: Yes, score=8.4 required=3.0 tests=BAYES_99,BAYES_999,...

"Move to Spam folder" not working for forwarded messages