@RosemaryOrchard I have been told, by the way, that Rules set up via the iCloud web interface do run server-side.
That’s the impression I get when I look at Settings → Rules on icloud.com, anyway. I have not tried it. However, it’s pretty clear that the rules are still not as robust as other options.
Speaking of which: I think @MacSparky is wrong about Gmail being the ultimate champion of mail rules. I have been playing with Fastmail and it seems to be capable of everything Gmail can do, plus it’s able to apply rules based on Contact Groups, which I wrote about on the thread @jaketheo started about Fastmail here. Neither Gmail nor Google Workspace(s?) nor iCloud can do anything with contact groups on the server-side, and it is a really convenient way of sorting incoming mail.