It's possible the Gallery app just scans the images an makes thumbnails an meta-data and updates it's database without moving the images. I could see that confusing people into thinking they had been transferred.
@OP, as chanchan05 said, how are you going about the transfer?
Best bet would be to use a file manager like OI File Manager or Astro, and copy the folder they are in to your main Photos directory under "sdcard"