What would this support look like, in the context of JMAP? By the time the email is in your inbox it's already gone through server-side prefiltering. So the only integration I can imagine is a way to fetch and store Sieve scripts so you can edit them from your mail client, but that seems like a very provider-specific thing.

For example, Fastmail themselves support Sieve, except they don't give you a single editable script, instead they convert your structured rules and spam settings into 8 labelled sections in a Sieve script and give you 4 free-form edit boxes to insert your own code at specific points (so you can't edit the code that they synthesize for you). I don't know how a protocol like JMAP would expose this in a generic fashion.