How many files are you attempting to move all at once?
Lightroom is not a file browser. It does OK with a small number of files. However, for bigger numbers, you are often better off moving/copying the files using the OS tools Explorer/Finder and then "relocating" them in the LR Folders panel.
What Joe said.
I have had the same problem and found it better to use the File Manager for my OS to Move files then Reconnect them in LR. I was doing some house cleaning and needed to move some images from one folder to a Subfolder and found that in LR they looked like they had moved but really didn't at all. The image files where still in the original folder and or some got Copied instead of being moved but in LR they showed as moved and were not in the original folder but in fact some were still in the original folder and others were copied.
I'm talking about maybe 50 files or so at a time. A related problem is finding that after successfully moving some files from one folder to another, if I try to move some of them back again I am told it can't be done because they already exist in the target folder, when in fact they really aren't there. That's a catalog issue I guess. I will keep in mind the advice to move a large number of files outside of LR and then reconnect them in LR.