I realize this thread is kind of old but, I wanted to chime in. This one of the primary reasons why I quit using iCloud's email. There is no way to disable the junk filter on the server. I never have any "junk" emails in that folder. All it does is randomly mark good email as junk and then I have no way of knowing its even then unless I go into the folder. The same way for iOS devices. There is no way of knowing if anything appeared in junk and there is no way to mark things as junk if any of those show up.
There needs to be syncing of junk settings between computers, server and iOS devices.
I told Apple through feedback that they should've licensed Exchange from Microsoft and based the Mail, Calendar and Contacts on that. Its A LOT better.