It was always a pain in the ass moving VMs under VirtualBox for a whole host of reasons. Thankfully, in v6.0 they've included a move function! Which of course doesn't work. Sure it might work if I weren't moving VMs from one volume to another (the only reason off the top of my head I can think to do so) and using the new move function that errors out with VERR_NOT_SAME_DEVICE, a singularly unique error which does not show up anywhere on Google, nor the VirtualBox forums.
Thankfully, doing it the old-fashioned way still seems to work: Using the Virtual Media Manager, detach the *.vdi, tar up the directory in which the VM resides, move it to a new volume, delete it from VBox, Add --> New and point to the old VM in the new location, then re-attach your *.vdi.