Spam filtering with email forwarding

I just set up a Squarespace domain with email forwarding. I notice (from the DNS MX settings) that Mailgun is used to forward email. They have a spam filtering service. Does Squarespace's email forwarding use that by default? And if so how is it implemented? (Does it just add "spam" headers to outgoing emails that it thinks are spam?)

If Squarespace's email forwarding doesn't use Mailgun's spam filtering by default, is there any way to turn it on? Possibly as an extra cost option? If not, is there any other way to set up Squarespace's email forwarding to use spam filtering, again possibly as an extra cost option?

I don't want a heavyweight solution to this problem, like Google Workspace. Just a way to turn on or add spam filtering, by itself.

The provider to which I'm forwarding email does have its own spam filtering. But frankly it's not very good, and I'd only rely on it as a last resort.

I'm a refugee from Pobox.com, where the only thing I use is my "pobox.com" email address (I forward my email to an address at my actual mail service provider). A few years ago Pobox.com was taken over by Fastmail, and there are signs I may lose my "pobox.com" email address in the not too distant future. So I've been looking for equivalent services. So far at least, Squarespace's email forwarding is the closest match.

You'd think there'd be high demand for a "permanent" email address, that didn't have to be changed every time you switch providers. Third party accounts often use your email address as your account name. It's very difficult to change them all. And for some it might be impossible -- so that you'd need to open a new account. But it seems most people don't care about this 😞