Many E-Mail hosts do spam filtering,, A big (top 5) Bank will send millions of E-mails per day, Lower cost spam filters will see this as evidence of SPAM, even some of the better filters may do that.
Yahoo, and G-mail both give me options.. I can choose to receive ALL mail, or let them sort obvious spam. And I can view the spam folder (If I use web mail) to see if they sent one there by mistake (They often do).
With G-mail 99.9% of what I get is not interesting Thus I do not review my SPAM folder, but with Yahoo, both my main E-dresses are Yahoo (Actually the same account on Yahoo).
One of the major advantages of Web Mail is infected E-mails never get to my hard drive. Both G-mail and Yahoo use very good anti-malware scanners, and even if it gets past those,, I have my own.