Managing personal Outlook.com account settings, security, and privacy
Brian,
I didn't create the folder either and nothing has changed. I have Outlook.com, Windows 10 mail app, and the Android Outlook mail app. I do also sync Outlook.com contacts via an Exchange ActiveSync connection to my phone. Another thread suggested this was from the Samsung Mail app (https://social.technet.microsoft.com/Forums/en-US/ee0bc4e3-5214-4e1c-bb25-922158aff540/quotspamboxquot-folder-in-outlook?forum=exchangesvrsecuremessaging). I do have a Samsung and that technically utilizes the Exchange ActiveSync connection but I do not sync email. So the thread above doesn't really apply.
I have confirmed that I have no rules or sweep that would do this. I also confirmed that the offending email address was listed in my Outlook.com safe sender's list.
I decided to remove my ActiveSync connection from my phone. Email still went to the SPAMBOX folder. Next, I deleted the SPAMBOX folder and then removed it from my deleted items folder. I then reconnected my ActiveSync connection on my phone. Now the original offending email account has no folder to send the email to so it stays in the Inbox. I guess this means it's fixed but I have no idea where the SPAMBOX folder or whether or not it will come back.