Apple Mail - Not all messages in VIP list

I’m using Apple Mail for email from Gmail and Exchange for a project. I use VIP tags for contacts a lot in order to filter the messages I really need to know about.

On my iPhone it works well - the VIP mailbox contains messages from both accounts accurately.

On the Mac, however, the VIP mailbox often omits messages, including recent ones. This is not great. I haven’t worked out a pattern, but if I go to “All Inboxes” the messages are there (and starred as VIP). Any ideas? I recall when I used Mail more extensively running into this problem in the past on smart mailboxes.

It appears that is normal behavior:

“Only messages from the VIP are shown in the message list. If expected messages aren’t shown, choose View > Sort By, then choose All Mailboxes”