Can't move vault: Error EXDEV

Things I have tried

I opened Obsidian using my ‘Main’ vault.
I went to the ‘open another vault’ section (3rd icon from the bottom on the left).
I selected my Film vault (D:\Vaults\Film)'s hamburger menu and selected “move vault”, hoping to move it to C:\Data\Vaults.
I get the error

Failed to move vault. Error: EXDEV: cross-device link not permitted, rename ‘d:\Vaults\Film’ → ‘C:\Data\Vaults’Film’.

Not sure what this means?

Have the same error, anyone have an update?