Without seeing the docker run command, what you're seeing is probably to be expected (and will happen on any OS -> not just Krusader / Unraid)
Presumably, you've mapped something like /mnt or /mnt/user to /Unraid Shares
What every OS in the world attempts to do is that when you're accessing everything from a single mount point, it will do a rename instead of a copy / delete to move the file. Because the rename succeeds, effectively the file is still on the same drive.
Windows works in this case because you're accessing each share from a different mount point (each share that appears within windows is a different mount). Because the source and destination are different mount points Windows has to do a copy / delete since a rename will automatically fail.
Probably the best thing to do here is either continue to use Windows for this type of operation or try Dynamix File Manager instead, or set up the shares so that they will move to the array, or work with /mnt/diskX exclusively within Krusader (do not mix copying / moving with /mnt/diskX and /mnt/user )