Consider this scenario: the home screen has two pages full of apps. I make a folder on the first page with a few icons, but there is now empty space at the bottom of page 1. Why don't the first apps from page 2 move over to the bottom of page 1?
There is a multi-iCon mover that would at least make moving them easier. Or you could move that newly created folder (have to move all if more than 1 but in your scenario you created 1) over to page two. That would make page two, page one.