I think it just moves them to the junk folder but does not actually flag it as junk mail. Another flaw in the Mail app.
are you using an iCloud address or Yahoo or something?
It's the iOS Mail app not marking them. I've been getting spam bombs for the last month and what I've been doing is keeping them in my Inbox and log onto my iCloud account at icloud.com. Then, I select the message, click on the gear on the upper right, and select Mark as Junk Mail. It gets flagged and moved to the Junk mail folder.
The fact you can't access icloud.com on an iPhone is ridiculous for as long as there are settings and features not present in the app/Settings.