If you add the following option the the .vmx configuration file you'll not be prompted each time you move the VM and it will act as though you answered "I moved it".
uuid.action = "keep"
Have a look at: Editing the .vmx file for your Fusion virtual machine (1014782)
BTW if you set uuid.action = "create" it acts as though you answered "I copied it".
As you the virtual hard disk being monolithic or split, if the USB Flash Drive is formatted FAT32 you have to use a split virtual hard disk in this use case! 