Hi. Can I ask why you're trying to do this with no layer selected? There's no need. When you have an active selection you can move that selection IF you're still on any selection tool. When you switch to the Move tool - Photoshop tries to move your pixels. If you have no layer focus, there are no pixels (and not even a lack of pixels) for Photoshop to move.
So, in the future, if you want to move your active selection, simply stay on the selection tool, until you're ready to take action on pixels.
S_Gans Adobe Community Professional / Adobe Certified Instructor