On Sharepoint 2019 on premise i don't see my other sites when i use copy to or move to buttons to copy/move files between sites. Its similar when i want to copy/move files between document libraries from same site. Thanks
For now, in SP2019 the copy to action does not support moving files between sites. You can only move it between folders in the same library. If you want to move files between sites, try to open it in explorer view.