Hey JM,
Yeah, I really liked that feature in Windows – and Apple was woefully slow to adopt the functionality.
You can copy and then use ⌘⌥V to move rather than to paste a copy.
This works the same as cut and paste, although you don't get the satisfaction of watching the files get cut.
Move works between volumes on macOS 10.12.3!
I'm not sure when Apple finally fixed the inter-volume paste issue – it used to just copy if the destination was a different volume than the source.
-Chris