Possible solution
I think I had the same issue - but I found the solution.
You probably customised the Quick Access toolbar at the top of an open message window, adding the icons you wanted from the list of available options. However the option that looks like the "Move to Folder" icon is actually the "Move to Other Folder", i.e., the option that takes you straight to the full folder list rather than dropping down your most recently used folders.
The solution: customise the Quick Access, but choose from All Available Commands and add the "Move to Folder" option.
Hope this helps...
eoghan