Check your settings in webmail. Make sure that "Enable spam filtering" and "Save a copy of emails marked as spam" are both selected. See https://www.xfinity.com/support/articles/spam-filters-and-email-blocking or https://www.xfinity.com/support/articles/spam-filters-and-email-blocking-new-experience.
If both settings are already active, Comcast Security Assurance might be able to help you. Give them a call at 1-888-565-4329 (from http://constantguard.comcast.net/help/report-abuse/). Note that this is NOT one of the general customer service numbers. The first-line reps there are sometimes not very helpful. If so, be persistent, and keep at them until you get a satisfactory answer.