I'd put those at about 100%. So you will end up with nervous people who will increase the size of the haystack with zero chance of identifying the needles, which is a net negative.
I'd say not even remotely close to 100%. What is an "actual spy"? Those people are often regular employees with zero relevant training, that are simply recruited by a foreign intelligence agency via pressure, money, or manipulation, and are targeted based on their access to information. I'd say that a huge percentage of them won't be able to beat a lie detector.
Secondly, polygraph tests are used for a lot more than weeding out actual spies.
Fun fact, lie detectors are completely ineffective on compulsive liars.
In the context of this thread, Alexander Yuk Chung is definitely not what you are calling "a trained spy", but an asset that was recruited by Chinese intelligence almost 20 years after joining the CIA. Like I said - there is no reason to believe that most of those would be have any sort of training relevant to passing polygraph tests.