That is correct behavior. The texts have most likely set their color attribute to "ByLayer", so moving them to another layer will affect their color.
Please read up on layers in your e-book chapter "Layers":
"[...] Because of this close relationship between layers and attributes, the attributes are handled by the layer and not by the individual entities. For example if the color of layer Walls is set to blue, all elements on that layer (i.e. all walls) are shown in blue."