Back in the time of Windows 3.1, before Windows 95, you dragged the window, but it did not move. You were only moving an outline of the window, in form of semi-transparent frame. Only when you ended the drag, the window moved (jumping to final position; back then there were no graphics accelerators, so redraw of a window was expensive operationoperation; resize worked similarly).
In Windows 95, one of the big things was, the window actually moved / resized while you were dragging it / its resizing border. Much nicer.
Well, those two WM_XXX messages are tied to dragging the movement frame (now invisible, but still present as a principle) vs. moving the actual window itself. I hope now it is clearer.