When you move (via contextual menu) the last tab of a window to another window, Orion closes the visible window where the tab is moved from.
In my reasoning, when a user moves a tab to a different window he would want to continue browsing that tab in a different context.
When the originating window is just closed after the tab is moved, a user has to create a new window to be able to continue browsing. That makes for an extra (in my opinion unnecesarry) action.
While the closing of the window is logical behaviour (since there is no content anymore in that window) I would want to suggest that Orion switchs to the window where that tab is moved to instead of closing the window.