It is way too easy to mistakenly destroy data with a cut command, which is why Apple doesn't allow it. Say you've cut a file, and before you paste it to a new location you copy something.... Your file is now gone.
Windows users, I generally find, prefer to interact with only one window. Mac users, though, like multiple windows. When I'm moving files around, I'll just open a source and dest window and drag the file from a location in one window to the other. Try doing things the "Mac way"... it'll take a little adjustment in thinking, but once you're used to it you'll wonder why you did things any other way.