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Did you perhaps restore from a Time Machine backup? If so, that could be the reason. I set up a new Mac with Ventura, and logged in to iCloud, but none of my mail rules came over. I have searched in iCloud Settings but found no specific setting for this.
I did a clean setup. No backups were used to setup the new Mac. The only thing that linked me to the old mail program was to sign into iCloud, during setup, using the same Apple ID.

I have an array of different email accounts, just as you do, but it just hit me that maybe the rules were synced because I had have an old ".me" mail account. Maybe this account synced all my rules? The .me account was automatically setup when I signed into iCloud during setup of the new machine.
 
Earlier this year with purchase of a Mini M2 I chose do neither Migration Assistant or Time Machine, but a fresh install of all manually. Signing into my Cloud, Gmail and Outlook Accounts resulted in them (and all of their sub-folders as well as Mail Rules) showing up in Mac Mail without issues. Now granted, I don't use 'On My Mac' folder (that just looking like a restore nightmare waiting to happen), so that's something I never had to deal with.
 
Intersting that both @DCIFRTHS and @Bazza1 had their Mail Rules automatically restored by only using iCloud and not the Migration Assistant or restoring from Time Machine. I did the same thing but my mail rules did not get restored (I also use a me.com account). Luckily it was easy to get the old mail Rules to the new computer by copying over the files I mentioned in a previous post.
 
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