Users often link to documents on a particular page from other pages/websites. Because a document's URL is tied to the page it lives on, when a document is transferred to a different page, its URL changes. Therefore, any links to the old URL stop working.
It wouldn't be possible to change every link to a document once it's been transferred (since some of those links can live on third party websites), but we could develop a feature that remembered where transferred documents used to live and direct visitors who try to visit that URL to the new URL.