No, for me, all of them say "move message" to the appropriate mailbox. They randomly quit working. This happens to me periodically and it's terribly annoying because I get a LOT of stuff. About the only thing I've ever been able to do is delete them all and redo them. I sure would like this to stop happening.
I found this as well.
Occassionally though, the email(s) that I am running the rule for, still appears in the Inbox but when I check in the folder that this rule should move the email to, IT'S THERE as well!
But more often than not, the rules aren't working at all! Even when I create a new one, they just don't work. My only option is every few days, just do a massive manual 'sort-out' of my IN and SENT folders.
In fact, I believe this to be a bug with Mac Mail.
E.g. I have a mail in the Junk folder or InBox. If a create a rule to put this email in folder Inbox>XYZ, it sort of moves it there (but not really!!!), BECAUSE it still shows up in the original folder. This is clearly a bug, because the email that you want to move is not/or rather, should not be in that folder.
In effect, the message hasn't been moved to the target folder but copied because you can still delete the original email from the original destination folder without affecting the coresponding 'ruled' email in the new folder.
This confirms that it's a bug because the rule is that email X is MOVED to Folder XYZ. Applying that rule does a COPY and not a MOVE.
So, check the intended folder and your rule may have partially worked - if it has, just delete the original one and wait a long time for this to be fixed...