Yes, it's a pain that Lr does not have a delete-after-import feature (which is significantly different than a "move-during-import" feature).
Delete after import would be:
* safe (because imported file integrity and backup could be validated prior to removal from card)
* convenient (since you don't have to remember to format your card after importing).
* eliminate the potential for human error which results in problems when user forgets to format card, or formats it without validating imported images first.
Move during import is:
* risky (it's possible file is not read from card properly, and if subsequently deleted, you would lose the only good copy of your photo).
(which is why it's not a supported option)
Rob