I also use yahoo mail and I normally use the yahoo mail app from the Google Play Store. That said, I can login to my yahoo mail on Google Chrome browser and I do see the spam folder like you have in your screenshot (the purple side).
However, I'm not familiar with what you're app or browser you've used to login to your yahoo mail account for the screenshot on the right hand side; if you let me know I can certainly try it out on my phone and see what comes up for me.
