Copy Files from Application Database to FileShare

I'm hoping someone can verify behavior I'm seeing when trying to copy files between folders in File Explorer.  I'm able to move files between Application Database and Application Database folders, File Share to Application Database, but not Application Database to File Share (DataManagement / Subfolder).

Is that expected behavior?  At first I thought I had an issue with the Business Rule but now I'm starting to suspect that you cannot pass a file from Application Database to File Share?

Thanks,

Brandon