I received the same message on unrooted android 4.0.4, Alcatel 992D, with 12G free space on SD card. I am posting here, cos maybe it helps on 2.2, as well.
Installed AppMgr III, 3.10 (App 2 SD), and it also listed the same apps as movable, were not even marked with the gray X (supposed to tell you that by moving app you will lose some functionality, e.g. widget stops working on main screen).
It seems that only those apps gave me this message when trying to move (via AppMgr AND via the built in option in android) which came pre-installed on the phone.
Below article says moving/deleting pre-installed apps is not possible on unrooted phone: http://www.brighthub.com/mobile/google-android/articles/82517.aspx
It seems likely to me that in this case, the option "move to SD Card" not being grayed out is the bug, and maybe AppMgr receiving this misleading data causes it to show them as moveable, as well, while the inability to move them is by design.