Smart Mailbox Not Working Properly when "moving" a message

I have a few mail accounts and get many emails daily. Normally, to try to empty my inboxes, I act on each email and then move that email from my inbox into a folder of one of my mail accounts (titled "Customers" or "Family" or "Project 3" for example).

My volume of emails in my inbox has been growing, so I thought to use smart mailboxes to help with processing my inbox. The idea was to create one smart mailbox that is specifically for flagged emails from specific people. Another smart mailbox looks specifically for non-flagged emails. Another may look only for emails from myself.

Having these smart mailboxes helped classify my inbox so that I can process the inbox messages in a way that made more sense to me.

However, I have found that when I am viewing a smart mailbox, I cannot "move" a message from my inbox to a normal mailbox folder. For example, when viewing the smart mailbox, if I click and drag an inbox message from this smart mailbox view to a normal folder in the left-hand pane, the message appears to move successfully, but then re-appears back in the inbox (and in the smart mailbox view) a minute later. The net effect is that it copies the message over instead of moving. It looks like it works perfectly as expected for a minute, but then the message appears back in the inbox.

I assume this is a bug because I am pretty sure I know how smart mailboxes work. But I could be wrong. Does this happen to anyone else? Just set up a smart mailbox to look at your inboxes. Then try to move a message while in that smart mailbox view to a mailbox folder.