Disappearing emails from specific senders after marking as 'Not Junk' on Mac Mail

This is, unfortunately, a problem I have had for over 10 years, but it is rare. Sometimes I will get an email that goes to the spam folder. I highlight it and click on "Not Junk," and it goes to my inbox. I read the email. Then I do almost anything else and the email disappears, together with any other emails from that return address that are in the same mailbox. The emails may be several days old (although I would mark them as not being spam at about the same time). I checked with the sender and there was no "delete after opening" command from their end.

Even more strangely, these emails never show up on my iPhone. I checked with the online mail server, and they were marked as spam by the mail server. But other emails marked as spam by the mail server are just shown as spam, and don't disappear a few minutes after opening.

What is this? It is rare enough that I usually ignore it, but it is also enough of a problem that I am (finally) posting about it. I see from the community that I am nowhere near the only one to have this problem. It became a problem because the email today was very important (from my doctor) and now it is gone.

[Re-Titled by Moderator]

Original Title: Disappearing emails