Because life is too short for this shit: These fake phishing mails you're being sent to make sure you don't click on them have some magic header (so that they don't get discarded by your company's spam filter).
You can set up rules to auto-delete/quarantine/whatever such mails.
Knowbe4: X-Phishtest
Hornetsecurity: X-ITSEAL
other vendor: just inspect the mail headers manually