Only the “Elder Gods” at Microsoft HQ know why the world of Microsoft was created thus, but sometimes the system doesn’t let go of a file (when it should!!) and then you can’t move it or delete it. Sometimes you know exactly which programme you last used that may have done this (probably also a Microsoft offering) but other times you don’t have a clue.
A very handy free tool (really free) called Unlocker found here, allows you to see exactly which program is causing the offence and then you can choose between killing the process or unlocking the file. You can also select a further action on your file to move, copy, rename or delete it all from within Unlocker.
Unlocker can be accessed from the context menu in Explorer or (Xplorer2 in my case).