I ended up with the same thing, added it to bugzilla here: http://bugzilla.zimbra.com/show_bug.cgi?id=13086
I can run it manually if I add a password to the spamaccount and then use zmtrainsa <server> <user> <pass> <spam|ham> [folder] with folder being Inbox. Not sure that it's really working 100% though, plus dspam isn't working, with the following showing up in the log:
This is on a new 4.5RC1 install, everything else seems to be working fine. Stumped as to the problem.
Dec 18 10:20:56 zimbra amavis: No $dspam, not using it
Dec 18 10:26:12 zimbra dspam: Unable to determine the destination user
Dec 18 10:26:12 zimbra dspam: DSPAM agent misconfigured: aborting