Really? Hmm, maybe it's because it's a very old address, but my Yahoo spam filtering is terrible.
For example, I get a few very similar Canadian pharmacy junk messages every single day. Even though I usually mark them as spam, they continue to appear in my inbox. It never learns. Additionally about 1 in 4 order confirmation emails ends up in the Junk folder.
Supposed to, yes. Until my ISP moved to GMail and hugely upped the spam filtering without telling me (not impressed), I had much the same observation with Thunderbird - its junk filtering was getting less accurate, not more.
I use Thunderbird and find that spam comes in waves. I'll get a smattering of spam emails in my inbox, flag them as such, and the number tapers toward zero. Then, a month or two later, another smattering will appear, after the spammers realize the filters have adapted and change the composition of their spam emails.