In layman's terms... If the file needs permission/authentication to be copied or moved then it will create a shortcut because thats what is supposed to happen... so the original, which is not supposed to be moved, is left where it is meant to be.
This is so you don't accidentally delete, move from or create a file in a 'protected' area of your system....
Example: The system's Library section and it's files are 'protected'.... so you don't mess things up unintentionally...
Also, there is rarely a reason why you should move around files in the system's Library area... as doing so can again, mess things up.... and OS X is trying it's best to stop you making such a mistake, hence why it does what it does... You can for example, over ride that by using one of the two tips below but again, if it's a protected area then you will have to authenticate with your 'computer's password' before OS X allows you to complete the operation... again protecting you from making a mistake.
Two quick tips...
1) Use the right / control click menu and then Copy command to copy files...
2) Hold down the Command Key when dragging/dropping files or folders to move them... (Not copy but move)
OS X is different to older versions of Windows (though the newest versions seem to be implementing a similar system) in this regard.. but this is a good thing™ imho,in most cases.... as it prevents the common errors that plague windows users when they delete or move files from where they are supposed to be... and don't realize what they have done and why doing it, can and often does, cause issues later on. 🙂
It also, in the same basic sense, protects your OS X system areas from less than savory apps installing stuff they shouldn't be installing....
Cheers..
Nigel