But the only option I see is to copy. If I delete the "moved" photo in album1, it also deletes it in album2.
Strictly speaking, you can only add photos or videos to albums - you neither move them nor copy them. The photos and videos are only stored once in your library, and you can add them to as many albums as you want. The albums are just referencing the items stored in the library. Even if a photo appears in 10 albums, it will only be stored once and need no extra storage.
if you delete a photo, it will be deleted from the library and automatically vanish from all albums and projects, that are referencing this photo.
As OT explained - if you use the delete key ⌫ while viewing a photo on an album, it will just remove the photo from the album, but it will stay in the library. But the key combination ⌘⌫ will delete the photo from the library and all projects and albums that are using it.