In an attempt to duplicate your issue and resolve it, how are you moving your threads?
1) Inline moving from the postlist?
This will leave no pointer, so you're probably not doing it this way.
2) Editing the post OP and choosing "Move/Merge This Post and Any Replies"
On the following screen which options are you selecting?
a/ "Should a PM be sent to this thread starter?"
b/ "Reason for moving?"
3) From the showflat page (the post OP and its replies page), by choosing the "Tools" drop-down menu and selecting "Move/Merge Thread"
On the following screen which options are you selecting?
a/ "Leave a pointer at the old location?"
b/ "Delete pointer in XX days."
c/ "Should a PM be sent to this thread starter?"
d/ "Reason for moving?"
