I agree it can be counter-intuitive depending on your perspective and how you understand the cloud layer to work. Think of it like this: the Cloud Layer node simply provides a specific *type* of shading (volumetric shading in this case) to an input noise function.
This is similar to if you had a Power Fractal terrain with displacement (your input noise function) that you wanted to add color or reflectivity to. You would connect your Surface Layer output to the input of a Reflective Shader or Surface Layer, thus shading the input function with a reflective or colored surface. Water is another example, you can get transparency and reflectivity for an object, terrain, or other surface by using a Water Shader. In all those cases I think it would probably be intuitive to you that you would move the Power Fractal (the source noise function) or object in order to move the actual shapes (displacement) that are being shaded, rather than move the Reflective Shader or Water Shader, for example. That makes sense, right? So the misconception perhaps is that the Cloud Layer acts as an object; it is instead a special type of shading that is being applied to the shapes being generated by another node and you must move the shape-generating node to move the shapes.
I think the Localize options may add confusion to this since they *do* add position parameters to the Cloud Layer, but that localization affects the shading, not the position of the actual cloud shapes (although the Move Textures With Cloud option allows it to work more like it is an object by moving the input noise function with the cloud layer position).
- Oshyan