If you're an unknown sender, you go into the bin. Simple as.
The big problem is Unknown Senders that you *do* want to hear from, often in a very timely manner:
--'Confirm your phone number' codes when signing up for an account on a new service/website.
--2-factor authentication codes. Sometimes the number that sends the codes is different than the number that sent the 'Confirm your phone number' message.
--'Is this your transaction or is it fraud?' requests from your bank or credit card provider.
--'Reply Y to confirm your appointment, reply CANCEL to cancel'.
Many of these legitimate requests will re-use the same number, but the problem is that the first time that number is *unknown*.
Sometimes a business will send messages from multiple numbers (best case is out of a pool that they own, worst case is from their SMS provider's pool that is shared when other clients of the SMS provider.
Remembering to check your spam folder when requesting a 2FA or phone-number-verification code is a workaround, at least you know that you requested the code and are expecting it. Some of the other situations happen when you aren't expecting them so you don't know to check your spam folder.