I just re-read your initial post and your response to my first questions and promptly gave myself a "dope slap" for having overlooked the obvious. This is an IMAP account and unless you are moving the message to a mailbox you have created "On My Mac" mailbox you are moving the message to IS NOT ON YOUR COMPUTER! — it is on the email provider's IMAP server. There are myriad of reasons the message could not be moved, but all of them are completely outside of your computer and your control.
If that is the case, a reasonable question would be, "Why would the volume rebuild correct the situation?" The answer is that it would not have any direct effect but there would be a time interval for the email provider, ISP, whoever, or what ever was the source of the problem to correct itself or to be corrected. I use Airmail rather than Mail as my email client and in retrospect I saw a similar message recently and since it was not critical I didn't think anything about it. However, I don't recall which of my email accounts it was on, but the likelihood is it was Apple.