Jim,
When your selection filter is set to Select Anything and you click on a single-pin component the selection is considered to be for just the pin, not the component. A pin is not allowed to be moved, only a component. If you make this selection, you can right mouse click, choose Select Component afterwards so that it considers the selection as the whole component and then a Ctrl+E will work to move the component. Another alternative it to use the Select Component choice from the initial pop-up menu instead of the Select Anything. You mentioned checking the box for Pin Pairs or Nets previously, when you do this the selection filter automatically disables the check box for Pins so that the selection of any single-pin component forces it to be selected as the component instead of the pin just as the Select Component choice will do.