A group of Microsoft Products and technologies used for sharing and managing content, knowledge, and applications.
When you share a file with other users, it creates a link address which includes the file location on SharePoint. If you were to move a file into a different location, it would change the link address and therefore, share point won't let you move it as the shared users would not be able to access it anymore (their link would no longer exist). If you really need to move the file, you would need to right click on it, go into details and then delete the link. At this point, you can move the file and then you would have to reshare the document with the other users again.
Ridiculous but the only option. The easiest workaround would be to either create a folder for a specific group of users and just have everyone go into this rather than creating a share link for a specific file. Alternatively, use Microsoft teams and keep files in a team instead of sharing one-off documents.
Will be interesting to see if Micro ever comes up with a solution to this. Maybe an option that automatically sends an updated link to shared users when you move a file and brings up a warning message, rather than just simply not letting you move a file, would be a good temporary fix instead of leaving it as it is.