Emails sent to Secure Mail subfolders does not create an alert on the APNS badge notification.

This is expected behavior and enhancement has already in place for the same. On iOS Secure Mail, the mails arriving in Inbox folder will get the APNS badge notification alerts ONLY.

If you are looking for synchronisation of subfolders and want to know if any new items has arrived. 
In Secure Mail, go to Settings -> Under the General Category enable  Auto Refresh. Place check marks next to the Sub folder names you want to have updated. Refer the second screenshot.