As of OSX 10.8.3 it's possible to change the default rule for spam handling in mail.
- Open Mail
- Mail -> Preferences
- Choose the thrid option for the spam handling
- Click on the "Options" Button
- In the new window after the last action add a new one to mark the samp mails as read.
(It would be nice if some one with an english OSX could improve this :-) ).