Why I move photos from album A to album B then delete album A, the album B will be gone at the same time?

Note that albums are just ways to organize images in the library. Anything you do that affects the original image will apply to both albums.

So, when you delete an image from library A, are you deleting it from the album, or are you getting a warning that you are deleting it from the library?

It depends on how you delete the photos from the album. If you just select the photo and use the Delete key it's only deleted from that album. If you hold down the ⌘ key and delete from the album it will be deleted from everywhere in the library and end up in the Recently Deleted album.

Deleting Photos from a Photos Library

1 - regardless of where you are in the library, i.e. Photos, Memories, Favorites, People, Recents, Imports, albums or smart albums, select the photo(s) you want to delete and use the key combination of Command+Delete to move the photos to the Recently Deleted smart album.    Without the Command key held down you'll be presented with a confirmation Yes/No window regarding the deletion. 

2 - click on the Recently Deleted smart albums in the sidebar.

NOTE 1: If you're using Photos 1.2 or earlier use the File  ➙ Show Recently Deleted menu option.

3 - in the Recently Deleted album you can opt to let the photo automatically delete after the 30 day waiting period is up, delete them immediately or restore them to the library.

NOTE 2: deleting a photo from an album, slideshow, book, etc., with the Delete key only deletes the photo from that item. There is no key combination that will delete a photo from a project and move it directly to the Recently Deleted smart album.

NOTE 3: deleting a photo from a Moment or Collection (the Photos window) or the All Photos window deletes ALL occurences of that photo in the library.