If you're getting this on emails received at a Yahoo! email address, check the headers.
Very often, the Yahoo! headers are "corrupted" by what seems to be an error in the Yahoo! system, which means that the last IP address from which the email is received is 127.0.0.1, e.g.
Received: from 127.0.0.1
by atlas-production.v2-mail-prod1-gq1.omega.yahoo.com with HTTP; Fri, 19 Aug 2022 00:02:42 +0000
You'll find this line at the very top of the headers.
I've complained to Yahoo! about this, but found it impossible to get through the very limited support that they provide. Their response is basically "just use our spam filtering".
SpamCop treats this as an internal handoff, but since it is the last step in the headers, SpamCop sees it as an error and so gives the "nothing to do" message.
I've assumed that SpamCop won't be interested in allowing for this in its system, and so haven't reported it to them, but you could give them a try.