Unfortunately, Mailbird does not have a native spam filter right now. Instead it uses the spam filter of your email provider. So if your email provider consider an email as a spam, so will Mailbird.
If you need to block an email address, you need to login to your webmail and block the email address in there. Then Mailbird will also block the email address.
I totally understand, that it's not the greatest method of handling spam. However, we plan to implement the native spam filter in the future.