Xfe 1.42
When moving a file from one directory to another and the target file cannot be created, the source file gets deleted anyways.
In my case, I was moving a file which has been created on a Mac. The file name contained umlauts (ö), which was the cause for the unsuccessfull file creation. I suspect this is due to Apples strange character encoding something. Renaming those file names on Linux (just replacing Apple's ö with a Linux ö) fixes this issue.
However, attempting to move those files without renaming them on Linux first, leads to the loss of those files.
I think this is a critical bug.
This is fixed in version 1.43.
Thanks for the bug report.