Did you move it outside the Unity interface? If so, this is expected, and there isn't much you can do apart from recreating it somehow (go into debug mode in the sprite collection object, the textureRefs array needs to be populated with the textures in the right order). This is because it uses GUIDs to link textures to the sprite collection, and if you moved it outside the interface, Unity will assign it different GUIDs.
Otherwise, you should be able to move it anywhere without any problems from within the interface.