The delivery person receives money for every delivered letter and every delivered letter is delivered in the same envelope and looks the same to them, spam or not. So they just deliver it for the money. Imagine every letter that is sent to you looks the same and is in the same envelope. Now pick and choose what to accept and what not to accept.

The postal worker shows up at your door for delivery and some spam that gets delivered you can throw away and some spam that gets delivered you have to store and keep forever. Because some spam has a marking on it that says you can throw it away while other "spam" you can't prove is spam and might be an important letter, so you have to keep it forever. I'd imagine you'd prefer to receive spam you can throw away.