When you click “Add” in the Change Deck window, that allows you to create a new deck to which to move the cards, instead of moving the cards to an existing deck. Did you get this window?
But it isn’t intended to create new versions of the cards in that newly created deck – it will still just move the existing cards you have selected. If that’s what is happening, that’s expected.
Yes, it creates the new deck and moves the cards to it. Cards can only be in one deck/subdeck, so that’s exactly what you should expect. You don’t want multiple copies of the same card in your collection.