I know that emails from at least two sources never arrive at my .mac address, and they arrive just fine to two other email addresses from other providers. I know these were sent - they were password reset requests and email subscription verification emails that I requested - repeatedly. The content on one was not the reason they were deleted by Apple, because when the subscription verification email did arrive to a different email address, I forwarded it to my .mac address and it arrived then - so at least in this case, it appears to be blacklisted based on the sender's server or IP address or domain name rather than email content. Again, these don't go to the junk folder, they just never arrive.
Really makes me wonder how many important emails sent to me via .mac / MobileMe / iCloud over the years never got to me. There is no way to tell if an email gets rejected unless you are expecting it and know that it should have arrived, or the sender contacts you in another way. No telling how many other users have been negatively impacted either. Simply unacceptable on Apple's part that these settings can't be altered, and it seems the only real solution is to never use Apple's email service again.