This is possibly because you 'bounce' the spam emails.
You can check this by going to Tools > General Options > Spam Tools > and then :-
My blacklist: Make sure 'Mark the email for bounce' is not selected.
My filters: Click on edit for each rule in turn and once again ensure 'Mark the email for bounce' is not selected.
Bouncing gives the spammers confirmation that your email address is genuine making you an attractive target.