Move option has been removed from Lightroom 2015.2.1 as a deprecated feature. It is no longer available in the latest version of Lightroom.
As suggested by dj_paige , You can roll back to Lightroom 2015.1.1.
As we would be reverting the import experience in Light room in next dot release.
Thank you both. Looking forward to keeping the old import dialogue, if it ain't broken, don't fix it :-)
Bring the move back! I am consolidating terabytes of photos into a mass drive - I am in the middle of doing this - and doing it seamlessly, then the update occurred. Now it became so burdensome if not impossible.
Update to the latest version (2015.3 / 6.3) -- it has the old Import features. Do Help > System Info if you're not sure which version you're on.