This describes my problem too (since some time).
Cut and past don't work in PCManFM 1.2.5, but works on the very same file in
the default file manager Filer 3.26.4.
That should rule out other stuff I think.
lsb_release -rd
Description:Ubuntu 18.04.3 LTS
Release:18.04
On a clean Ubuntu 18.04.2 I needed to add remote path after host (:/) to
get rid of the problem, like "sshfs remotehost:/ ~/my/mountpoint".
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https://bugs.launchpad.net/bugs/1768177