It is probably FileSystems.getDefault() which is not valid for the net drive. In the new Path/Paths/Files style:

public void purgeProcessedFile(File xmlFile, String fileDestination) {
    Path destFile = Paths.get(fileDestination, xmlFile.getName());
    Path directory = destFile.getParent();
    if (!Files.exist(directory)) {
        Files.createDirectories(directory);
    }
    if (!Files.exists(destFile)) {
        try {
            Files.move(xmlFile.toPath(), destFile, StandardCopyOption.REPLACE_EXISTING);
        } catch (IOException e) {
            logger.error(e);
        }
    } else {
        logger.info("File with same name already exists at destination folder: "
                + fileDestination);
    }
}

That saying, I would expect the disappeared files to reside on the local computer in a directory created, maybe something like C:/F/My/XML/Data.

From CopyOption:

The StandardCopyOption enumeration type defines the standard options.

CopyOption is just an empty interface, StandardCopyOption is an enum which implements CopyOption and contains the standard options eg:

Files.move(path, path1, StandardCopyOption.REPLACE_EXISTING);

You have to either write:

StandardCopyOption.REPLACE_EXISTING

or:

import static java.nio.file.StandardCopyOption.REPLACE_EXISTING;

Note that you may also try and StandardCopyOption.ATOMIC_MOVE if you can