It does the same thing to me. Has done so since PP2012. I'm on 2014 GD with the latest SR.

It's annoying but I haven't figured out a way to make it not do that, other than clicking carefully.

It's because you can drag and drop items from one folder to the other, but the sensitivity on it needs to be turned down a bit, so that it only happens when you're deliberately dragging an item.

At least it gives that warning first. If it didn't my libraries would be a huge mess.