Files are downloading to internal storage instead of external

I connected a 16GB flash drive as an external storage to Lighthouse. But I can see the files are stored in the internal storage instead of external.

So I manually moved the files to external storage by clicking on ‘Move files here’ button. After few minutes the used capacity of the external storage get increased and got the following message.

At this moment the files are downloading and increasing the capacity of internal storage.

Same issue with the portable hard drive. I copied all the files from flash drive to WD My Passport hard drive and plugged it to the Lighthouse.
Used space of the internal storage is increasing but not the external.