Never cut/paste between media [even on the same OS].
It leaves no undo, no way back except file-scavenging tools or a backup.
As you've discovered to your unfortunate cost, Undo makes the new files vanish [not even move to the Trash] without restoring them to their original location [which also did not go to the Trash].
This is a terrible yet long-lived design flaw in the OS.
As to 'who is responsible'… I'd lay that squarely at the feet of Microsoft for allowing you to do it in the first place. macOS [& as far as I'm aware, nix,] have no equivalent command. The closest equivalent is 'move' which completes a copy then deletes the original - both of which are then undoable.*
As you can't file-scavenge on iOS, that leaves a Windows tool as your recovery option. Make sure to save any files rescued to a new drive or you risk further overwriting your recovery attempt & avoid using your drive until recovery is complete. Recover shift-deleted file in Windows has some suggestions for recovery tools.
*After comments
I've just tested Apple's 'move' to & from a removable drive. If Undo is not possible [drive unmounted], it will either grey out the menu item or start but then error without completing [depending on which way the file was transferred]. In short, it will not let you accidentally Undo the write unless it can be fully undone on both drives.
I've also just tested this on Win10. It also doesn't allow the Undo if the original removable disk is missing.
This would seem to be the wanted situation, preventing the old 'broken' undo from deleting files. I definitely recall this happening in the past, but it's been many years since I used Windows frequently, so idk if this is a recent change, a user setting, or whether it's just possible to easily confuse it.