All of the actions for a message are in the inbox, i.e. the respective folder. It's not as intuitive as I would expect, if I'm viewing a message in the preview pane why can't I act on this message there? I can delete it but I can't mark it as spam?
Also, at some point I hope ST will give the web portal an overhaul, again, it is slow and not very efficient. Some of the forms need attention, i.e. the "Additional Info" on a contact is a very small text box, why is it not full height/width of the content area? There is a lot of great work that can be done on the web mail portal and really lighten it and make it much more responsive.