I think being a programmer makes me have a different perspective on this. If you go to the Finder app on your laptop, the sidebar has a "Pictures" option, which shows all of the pictures on your computer. This is essentially the same as the Camera Roll on your phone. You can move a photo to any folder you want in your computer, but it will always show up there.
The problem is that they are handling photos on our phones the opposite of how they do it on our computers. When you click "Pictures" on your laptop, it's essentially a search and the results are symlinks (or something similar) to every photo on the computer. The Camera Roll is literally just a single folder with every photo file, which you can make symlinks out of (by putting it into an album, for example).
What I would suggest to Apple instead is to make the Camera Roll the same as the "Pictures" option in Finder, which is just a search for all of your photos, and symlinks to the pictures. Make a different default folder/album that the pictures go into called "Recents" that would be the same as the Downloads folder we have on our computers. Viewing a photo in the Camera Roll would show you what album it's located in. If you delete a photo from the camera roll, it would still delete the file, like how it currently is.
This makes the most sense to me at least.
As for dealing with the problem now, the way I've got around knowing if I moved a photo to an album or not is by favoriting it. I didn't use the favorite option anyway, so it made the most sense to me.