This can't be "fixed". This is the way Lightroom was programmed. It is by design. Photos on a camera card can only be copied onto a hard disk, no other option is given.
Its as dj_paige says.
Lightroom does not allow you to "move" files from the SD card because the program will not permit the file to be deleted from the card (Adobe's policy).
It will not allow "add" since that feature just adds the files to the catalog and the original files will remain at their existing location i.e. on the card, which means when you disconnect the card from the computer Lightroom will no longer have access to the files.