Yup, coming from a developer of a spam filter (
http://www.openprotect.com), this is a common enough occurrence which sometimes means lost opportunities. At least in our software, which acts as an SMTP gateway, the server returns a SMTP error code after message data when the filter thinks its spam and quarantines the message, which causes most sending mail servers to generate a non delivery reciept to the sender (
http://en.wikipedia.org/wiki/Non_delivery_report). I know a couple of other spam filters that do this, but the majority of the spam filters out there dont alert the senders that their mail has not reached the recipients inbox and is sitting in some spam folder or quarantine.