How servers know if your email messages have been marked as spam
The majority of email senders and receivers share the data they collect regarding the spam messages that they receive. This sharing is called a feedback loop.
Large organizations such as Google and Microsoft manage their own lists of known spammers (but still share this data with other organizations). There are also lists compiled and distributed by organizations that specifically exist to collate and share data about known spammers; these organizations include Mailspike, SURBL, SpamCop and SpamHaus.
A Feedback Loop (FBL) is an automated stream of spam reports sent by prior agreement between individual receiving and sending networks. Spamhaus
Why should I worry if I’m marked as a spammer?
If you send an email message, whether from Mailchimp your email client, and that message is marked as junk by the recipient then your being marked as a spammer will be shared with multiple email servers. Once a few of the email messages you send have been marked as spam then all your emails will start to be identified as spam and will automatically be placed in the recipients junk folder before the recipient sees your message.
I hope that the above article illustrates how serious it is if your email messages get marked as spam.