Also reported here in Confluence Docs:
https://confluence.atlassian.com/display/GH/Ending+a+Sprint?focusedCommentId=330795683#comment-330795683

This is really confusing to users because you can't remove the sprint from the moved issue unless that issue exists in some other board.

Workarounds

• Do a bulk edit the issues to remove the sprintId value from that issue.
  OR
• Add the Sprint field to the Edit screens associated with the issue types for that project and edit the issues and remove the Sprint Id value.