Spam folder missing on Gmail app on phone - Cox not sending it?

I read my email on my phone. I rarely (read: never) use Cox's webmail as it's simply not a good format for mobile mail.

I use the Gmail app on my phone to read and send email, however, Cox doesn't send the Spam or Junk folders. I have several Cox email accounts and every one of them exhibits this behavior - no spam or junk folder.

This is on a clean and fresh installation of the Gmail app on a new Galaxy S21 Android phone.

I have gone to the webmail settings and made sure that Spam/Junk is marked as Subscribed in the IMAP settings.

This is only important because sometimes email is delivered to Spam/Junk by mistake and I have no way to check those folders.

How do we fix this?