moving messages actually copies messages...why?

On occasion, I try to move messages from the inbox to a folder that I've 
created (Inbox->Saved Items->bank, for instance)...

I drag the message to that folder and select "Move here"

When I "Check Mail" again, that same message then shows up as if it's a new 
email back in the Inbox...AND it's also moved to the folder...

...essentially it seems that the "Move here" option is actually copying, and 
instead of cleaning up my Inbox, I'm creating more messages...

Am I missing something?
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