1) When you drag a note from one note file to another, the icon shows a + in it, which would indicate it's going to copy rather than move the note, but it moves the note. The icon is incorrect.
2) When you hold the Ctrl key down while dragging, it should copy the note rather than moving it. This does not work properly. It only moves it (even though the + is visible in the icon still).
Note that dragging tabs from one location to another is a good example of how this should work: the icon shows no + when you are dragging without the Ctrl key, and the tab is simply moved, not copied. But when you hold the Ctrl key down, the icon shows a + and a copy of the tab is made in the new location while leaving the existing copy in the old location. This is how note dragging should work, too. It's Windows standard behavior for Ctrl+dragging.
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1) Reported, thanks.
2) Being considered for a future release.