Do Mail on Mac rules work when the e-mail is directed to a "Hide your e-mail" address?

On my Mac I have rules that sort each message I receive into their appropriate folder. Obviously , all of the e-mails I receive are sent to one of my e-mail addresses. The addresses I use are all listed in the Mail app (Accounts). However, lately I have started to subscribe to newsletters using the "Hide my e-mail" feature. In spite of the fact that I make a rule which specifically sorts the address from where that newsletter is arriving, the e-mail stays in my inbox instead of being transferred/moved into an appropriate "Newsletter" folder. I noticed this only happens when my e-mail address is one of those used while accessing the Hide my e-mail feature.

I am not very knowledgeable on IT/mail servers behavior, but I read in the Apple support article explaining how Rules work that: "Mail stops applying rules to a message when it encounters the Stop Evaluating Rules action, or when a message is transferred to another mailbox by rules used on a mail server or computer or device synced to your computer." When I use an address suggested by Hide my e-mail, does Mail stop applying rules because of that e-mail? If so and without changing the e-mail address to one of those already listed in one of the e-mail Accounts, is there a way to work around this problem. Thanks for your help.