Hi Cndneh,
I haven't used the move town option. However, I've learned if you want to keep paintings, photos and such. You'll want to put them in the Sims' personal inventory or family's inventory. Regardless of if you're moving the family across town, to a different town or saving as a backup - "Sharing" them.
You might try going back to a previously saved game, and place the paintings and such into the family's inventory and try the move town option that way? Might be worth a try.
MrsFlynn