Hi Antony,
I'm Ahmed and I am here & happy to help.
I apologize for the issue you are experiencing with MS Teams Folders. Please be assured that I will do my best to provide a satisfactory response and assist you with resolving the problem.
When a file is assigned to a content type, the metadata was linked to the file and not the library. The Content Type must be on the destination Library. You have to first add the Content Type to the new library in order to avoid the "The file or folder contains properties that will be lost at the new destination." warning.
Then you can move your files without getting this warning. This is expected behavior. The Content Type must be on the destination Library.
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* Please feel free to ignore the warning and click "Move anyway" as it should not affect the files in anyway.
* Selecting "Copy to" instead of "Move to" will not trigger the warning.
*Muting or getting rid of the mentioned warning is currently not possible as SharePoint is designed that way to give the user a heads-up.
I hope this helps! Let me know if you have any further questions or concerns.
Best regards,