1. Why is that?
I am not using SmartFolder, but I suspect it might be because those messages belong to different accounts. Aquamail cannot move messages across accounts.
Why don't you click on the explanation icon? The app author must have put it there for a reason. Don't you think?
2. What does clicking on the explanation icon do?
Explains?
3. How can I move a dozen selected messages in one go to the spam/junk folder?
If they are all from the same account, - you can choose them at once and do that.
At least, - that works for me in a regular folder.