Well, your question is related rather to logrotate than to audit itself. Logrotate's task is to archive logs in some predefined intervals (daily, weekly, monthly), either plain or compressed (gzipped, bz2ipped) and to keep these archives for some predefined amount of time (month, year, forever). So, if you move your "numbered" archives, logrotate just reuses their numbers, not recreates them...
For exact details look in /etc/logrotate.conf and in /etc/logrotate.d/audit - keep in mind, that general settings in the first file are "overpowered" by the settings in the second file. Anyway, simply moving files is not an option - better change settings to keep in log folder a limited amount of backlogs (audit can -and should - be very "noisy"), and use cron job for copying the oldest logs to a safe location.