I can confirm this behavior in LR CC 2015.1. In LR5.7.1 the image files all remain selected when moved to a new folder. You can add your vote and comment here:
To be perfectly honest I recommend not moving files after they are imported into LR. This opens the door to file corruption (i.e. disk write errors) and lost files if accidentally moved into the wrong folder. Instead of using folders to catalog and organize the image files why not use LR's rating, keywording, and collections tools along with the Grid and Filmstrip filter bars? There's an excellent book on the subject available here:
I disagree partially with the post above. I see no reason not to move images to other folders if it is done within Lightroom and suits your work flow. As to file/image corruption that can happen at any time, moved, not moved, whatever. If the disk fails or has problem reading and writing files you will lose all your work.
As to the problem of the images not being selected after the move just press Ctrl + A (Windows) or Command + A (Mac) to select all the images in that folder. Yes an extra step but it will solve the current problem you are having.
There are two of us shooting at a wedding and moving them into folders is the easiest way for me to get some sort of order into the 2000+ photos taken between us. The photos are always moved within LR and I have never had a problem with disk corruption or losing files.
My workaround today has been as suggested by Shootisbond007 and I've created a filter to assist with the process although it takes a little longer than the original version of LR.
Thanks for the replies.
As long as you move the files within the same physical drive it's not likely to cause corruption. You still have the issue of "missing files" if they are accidentally dragged & dropped into the wrong folder inside LR. You may not even know they are missing if processing "2000+ photos!" It was just a suggestion.
Getting back to the issue of this post you may want to add your +1 Vote and comment at the Photoshop Family problem report link I provided. This is the best way to get Adobe's attention if you want it fixed.