1. make sure you've changed /etc/exim.conf correctly by removing the # for spamassassin: section, restart exim
2. see if there's anything added by spamassassin to the header of received email
3. check /var/log/maillog and see if you are missing any perl modules that makes spamassasin malfunction. if yes u can usually install them by cpan
I had the same problem. In my case it was because I was trying to send to a user that did not have a ~/.spamassassin/user_prefs file, which the spamblocker exim.conf requires before it will pipe the mail to spamd.
Have you taken a look at the relevant section of exim.conf to make sure that there are no conditions that might cause the mail not to be piped to spamd? Is it some mail or all mail?