Directory Permissions - Why Authenticated Users?

Norwood

Lowly IT Drone
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Sometimes when I move directories the resulting directory needs to be modified under the security tab to add the "Authenticated Users" user in order to remove the lock icon.

I've verified that I am the owner of the directory...and the other users with access to the directory is "System", My Account and "domain/Administrators".
 

My Computer

Computer type
PC/Desktop
OS
Windows 7 64bit
CPU
AMD Phenom II X4 955 Black Edition Deneb 3.2GHz Quad-Core
Motherboard
ASUS M4A77TD AM3 AMD 770 ATX
Memory
G.SKILL Ripjaws DDR3 SDRAM DDR3 1600 (PC3 12800)
Graphics Card(s)
SAPPHIRE 100284L Radeon HD 5750 1GB 128-bit GDDR5 PCI-E
Sound Card
Audigy
Monitor(s) Displays
2 x 22" Widescreens
Hard Drives
System Drive: OCZ Vertex 3.20 120GB SSD
Internal: 2x 1TB Seagates
External: 1 TB Seagate
Case
Cooler Master Elite 310 ATX
Cooling
Arctic Cooling Freezer 7 Pro Rev.2 92mm Liquid Cooling
Keyboard
Microsoft Comfort Curve Keyboard 2000 v1.0
Mouse
Logitech G5 w/ full 36g weighted cartridge
Just more information to make sure I'm being clear.

If I download a group of wallpapers from Usenet and they go into the "Downloads" library the directory has no lock. Once I move them to the "Walls" library, there is a lock.

If I add "Authenticated Users" to the directory's security tab the lock goes away.

Is this a feature, bug or user error? Any one it might be, how do I stop this behavior?

P.S. This also happens outside of libraries as well, so I don't think it has anything to do with junctions/symlinks.
 

My Computer

Computer type
PC/Desktop
OS
Windows 7 64bit
CPU
AMD Phenom II X4 955 Black Edition Deneb 3.2GHz Quad-Core
Motherboard
ASUS M4A77TD AM3 AMD 770 ATX
Memory
G.SKILL Ripjaws DDR3 SDRAM DDR3 1600 (PC3 12800)
Graphics Card(s)
SAPPHIRE 100284L Radeon HD 5750 1GB 128-bit GDDR5 PCI-E
Sound Card
Audigy
Monitor(s) Displays
2 x 22" Widescreens
Hard Drives
System Drive: OCZ Vertex 3.20 120GB SSD
Internal: 2x 1TB Seagates
External: 1 TB Seagate
Case
Cooler Master Elite 310 ATX
Cooling
Arctic Cooling Freezer 7 Pro Rev.2 92mm Liquid Cooling
Keyboard
Microsoft Comfort Curve Keyboard 2000 v1.0
Mouse
Logitech G5 w/ full 36g weighted cartridge
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