Even though in my catalog settings I have the option of "automatically write changes into XMP" un-checked when I export files from one folder into another it automatically makes an XMP file for each raw photo. The reason I am exporting into another folder is because I made a mistake when I originally imported and placed them in the wrong folder.
The option that you have unchecked has no impact on exporting.
Exporting is not the way to move photos to another folder, you can do this by drag and drop inside of Lightroom, or by moving the photos in your operating system and then reconnecting in Lightroom.
The reason you are getting XMP files is you are probably exporting as "original" which automatically creates an XMP for RAW files.
As DJ said, exporting is not the way to change a files location.