That’s why the category is called “unknown” and not “unwanted”. There’s no way to know in advance whether a sender is wanted or not, so people should be actively checking that inbox instead.
Hence the complaints that Apple isn’t doing enough. It’s technically possible to know ahead of time if an SMS or call comes from a fraud operation or from an MFA number. Personally I don’t know if the phone is the right place to handle that. Seems like a carrier problem. But, other people in this thread are saying Android has better capabilities of filtering this abuse, so Apple ought to keep up.