Matt,
Are you seeing any entries in the delivery log for the spam checks ?
You should see some line entries for the delivery session that look similar to below
[2014.11.04] 00:05:36 [70459] Delivery started for EDITED@dak******.info at 12:05:36 AM
[2014.11.04] 00:05:39 [70459] Spam check results: [_REVERSEDNSLOOKUP: Failed], [_SPF: Failed], [_DK: None], [_DKIM: Pass]
Also, how do you have your internal gateway configured for Spam Checks (edit the Incoming Gateway and select the Spam Tab) ?
Header information would only be added if the Spam action was set to 'Pass Score to SmarterMail' or 'Add Header' for Not\Low\Med\High spam.
Von See
Technical Support Supervisor
SmarterTools Inc.
(877) 357-6278
www.smartertools.com