First - SPAM and SKIM / SPF don't have much to do with each other. Sometimes negative DKIM / SPF status is used as *one* (of many) variables for spam filtering, by some mail services, but they're not directly related.
Second - we are currently not able to get the Authentication-Results header (which encodes DKIM / SPF status) and I'm not sure if Exchange generates this at all.
I'll make a note to investigate (the second point).