I don't have the option under mailboxes.mydomain.com, but I do under webmail.mydomain.com. It still doesn't seem to be catching anything though, and I'm using the default setting of never tagging (999) and quartine messages with a score >= 4.
Have you done any special training of spamassassin? Is this possible here? It was at my old host, though you had to run sa-learn by hand from a shell.