When creating a new folder and then rightclick to check properties, I see that "Run Processing rules when opening" isn't checked, which I believe it should be. Actually, if I restart claws and check folder properties, it is then checked and stuff work correctly. It looks like there is something that should be done when creating the folder that isn't. I shouldn't need to restart claws to make the option stick. See the Debian bug: https://bugs.debian.org/cgi-bin/bugreport.cgi?bug=1029582 which looks to me like the same problem.
"Run Processing rules when opening" is unchecked by default. It is not then checked after re-starting.