I did some searching. Apple put in protections to the Utility folder so the 'average' user does not move items out or in that should not be there. Their mantra is to allow the installer to put the app where they think it should be and you the user should leave it there as it. If it is installed in the Applications folder, that is where it should stay. And you can use Launchpad to find the app you want and launch it from there.
In some ways, it does make sense. You don't want to accidentally move a file to the desktop from say the System folder. But to the more savvy user or super user, we want our utility items in the Utility folder. I believe Apple included 'protection status' in El Capitan.
You can disable the SIP (System Integrity Protection), but it would disable it for the entire system on the computer. You can disable it, do your moves, then enable it back. But it involves restarting in Recovery Mode, using Terminal, then restarting. Then repeat to enable after you are done with your moves.
Here's an
article from iMore that explains in more detail.
It may be just easier to type in your admin password.