Thanks for your responses.
I have done some more testing with this and it's apparent that it's happening because the moves are from a Deleted folder (in a pst). I do this because I have a rule putting all my mail into a pst (so I don't exceed exchange size limits) and I delete everything as I deal with it, then need to archive it all from the deleted folder which of course gets too big. I used to try and move everything into archives by subject but it takes too long and if something goes in the wrong archive I won't find it.
I suppose an answer would be to move the mails into archive folders rather than delete them, but it's just so much quicker to click the big X. And I now have hundreds in the Deleted folder which I need to move...