Some people find that Gmail’s filter works really well for them, and in that case that may be all they need. However, a large fraction of SpamSieve customers are using it alongside Gmail because Gmail is either missing lots of spams or putting their good messages in Spam.
It’s important to train SpamSieve if a message slips through. Otherwise, it will incorrectly learn that the message is good. Training SpamSieve will mark the message as spam on the server, and it can also move the message to the server Spam mailbox, so this will train Gmail at the same time. Whereas, training Gmail alone will not train SpamSieve. When it’s running on your Mac, SpamSieve can protect all your devices, and you can train it from iOS if you’re away from your Mac.