Hm, this is weird, as I use the following version:
JabRef 5.3–2021-07-05–50c96a2
Windows 10 10.0 amd64
Java 16.0.1
JavaFX 16+8
I do not use a cleanup part, I just right-click on the PDF file in jabref Entry editor File section, and I select “Move file to file directory”