Why is my 'Not Spam' button now deleting the email?

Twice during the last 24 hours I have lost 2 emails from the Spam folder after clicking on the 'Not Spam' button. This action has always moved the email to the Inbox and I have tested it using another Spam message and it correctly moved it to the Inbox. The 2 messages seem to have completely disappeared. I know I didn't click on Delete button because that requests confirmation before removing it.

I doubt it but I'll ask anyway, is there a setting that controls this or anywhere else they could have gone to? (I have searched all messages.)

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