Why do some files copy when I move them?

This seems to happen with most files lately. When I use the drag and drop method of moving files, my Mac wants to copy them to the new location rather that move them in the traditional manner.

I do see that behavior if I try to drag an item's "preview icon" from column view's preview column. I also can't drag that preview icon to the Trash.
Icons in the preview column seem to be "special", though - I'm not sure what they actually represent. I wonder also if Finder becomes "busy" with an item when you click on it's preview icon. I can move the same item from its regular column-view list without having to copy it, so it's not a permissions issue.

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