That was the question I've been asking myself for the last few months... it simply kills me that I have no clue what is happening because as soon as you mark it as SPAM, Gmail sends it to your SPAM folder... but, that very same second you can go to your SPAM folder and wipe out all emails... does Gmail really do anything more than just sending it to SPAM folder ? I mean, if not... then there is not much of a gain. Same SPAM mails will visit your inbox again in no time...
If they really send those mails somewhere to improve SPAM detection, then IMHO they should have included some kind of notification or something, so you know when your emails are processed and you can finally wipe them out from your inbox.