You're bypassing the system when doing that. Usually no problems, but if the use cache / include / exclude settings differ, then the file may wind up be in *apparent* violation of the rules you've set.
Basically the way everyone sets up Krusader is by having a single mount point of something like /UNRAID mapped to /mnt/user (or /mnt) The way every OS works is that when moving files it first tries a rename. Only if the rename fails then does a copy / delete operation take place.
In your case, Krusader tries to rename the file to the new share and it succeeds and the file stays put where it is.
An identical situation happens via SMB and using "root" shares. Normal moves via SMB and Unraid's shares will always honor the rules because the two shares you're moving between are different mount points, so the initial try Windows does at renaming fails so it has to physically move the file.