Steve, I'll say first I'm not aware of there being any reason why it may depend on how CF was installed. (I had asked about this back in December, just in case it may prove diagnostically useful.) I have also not heard of anyone else experiencing this issue, so I don't think it's a known CF2021 issue.
FWIW, there was an update 1 for CF2021 since this thread was first started by Omega back in Dec 2020. Though I see no mention of any obvious connection to this issue in the update's technotes, it still may be useful to hear from you (or Omega) whether you've applied that update or not.
As for being able to recreate the problem, the example offered by Omega above does not stand alone, but if you (Steve) could somehow offer an example that does demonstrate the problem, perhaps we could at least confirm if the problem happens for "anyone".
One last thought (especially if you also can't or don't create a standalone example), here's something to at least try: I wonder if there may be a difference if you did the move or delete operation in a separate thread or request (using cfthread, cflocation, or their script equivalents). I realize Omega had reported needing to restart CF to "unlock the file", but it's not clear if any other request was run to try to delete the file. If it works, I'm not suggesting that's "how it should be". I just offer it as a work-around.
I have installed the update since this post but by that time I already found a workaround. I just moved the file before reading it and it worked fine my situation. However, I did notice that after the update the files were getting unlocked after some time without having to restart CF. The time before they got unlocked seemed to be random. From 24 to 48 hours.