How do I get the Keystroke for "Apply Rules" in Mail [GoldenGate] to work??

I have a Mac Studio M5 on which Mail is installed, and Golden Gate is the operating system. Mail is working fine. I can connect to my two email accounts fine. However, when I select a batch of emails which I know should end up being filed under the rules I've set up, if I use the keystroke set up in Mail for Apply Rules, it applies a green flag to the messages and does not move the emails to the proper folders. At one point, I thought I had it fixed and could just go under Messages to apply rules and, in that way, get everything moved to the right place, but I just tried it again, and even going under the messages menu item, it didn't work. Double-check the rules, and they're all correctly created. So how do I get the keystroke to work to apply rules in Mail?