macOS Mail Rule not being applied to incoming messages

We've set up a macOS Mail rule to move all messages from one specific user to the bin. The messages (thousands of them in the past few hours) are being moved to Junk OK, but then not being moved to the bin. We've tried setting the rule to apply specifically to the Junk mailbox where the messages are arriving (using Mail's ability to apply a rule to a specific Mailbox), but it's only applying to messages that have already been downloaded when we set the rule, and not applying it to the new messages from the same user as they arrive (at an average of two per minute). Can anyone suggest how to make the rule apply to the messages as they come in?