Redirectors exist for a reason. If you’re working with a team larger than a few people and want to just move files around willy-nilly in explorer, then you’re causing your source control all sorts of headaches. Not only are you going to end up with a bloated repository because you’ve created copies of assets everytime you move them, but you also can’t change the references in a file if somebody else has it checked out. You submit your modified version and everybody elses project breaks.
This is where people start breaking projects or losing work and it’s a waste of time having to sort that out. In a large , it’s unacceptable - so redirectors exist so people can move files around without other files breaking. Since UE4 is aimed at large studios and Unity isn’t, it’s more fitting for it to have the redirector system even if it makes the lone-developers life slightly more difficult.
Generally speaking, it’s good practice to just NOT move files around anyway and put them where they should be their entire life of the project - especially if you’re using source control (which again, you should be).