No picture file is ever "in" Lightroom. When images are imported, you are merely telling Lightroom where they are located. And that location is what is stored in the catalog. If you move an image, and don't use Lightroom to move it, then you have destroyed that link. Lightroom cannot provide full access to the image anymore. The preview has already been created in the previews file. That is why it can still be displayed. But in order to have full access to your image and be able to do everything its necessary to reestablish that link to the actual image.