Why after moving photos to an album can I not delete them from my photo stream?

Because your putting them in an album on your iPhone is not actually moving them. Arranging them in an album is just making them easier to find. The photos are not moved, you are putting a link to them in that album to make them easier to locate when you have arranged them the way you wish. While you can see them in both locations, that is not really a copy of the photo, it is just a link to the location in your Camera Roll. If you delete them from the Camera Roll, they are deleted everywhere, including that album as you have probably already discovered.