All email or PM notifications come from this server. Even if someone emails you through the system, it the email is actually sent by this server. So if you report spam from this site in your email, you are reporting this server as the source of the spam.
I've seen some questionable accounts registered lately that never post a message. If you get PM spam, please post a note about it here so I can kill the account. Nobody has reported PM spam to me in years, but I'm sure it happens.