Invalid moves lead to violation of game rules and thus creates confusion for users.
Games are expected to perform various moves during the gameplay, but if these moves violate game rules, causes flaw in the design.
Violation of game rules through invalid moves can really destroy the likeness of game in player’s mind as it highlights the loopholes in a game.
Invalid moves should be strictly limited by the developers by carefully defining control-action of the game. There should be precise Game Description Language which can guide the developer on each step [1].
In a chess game, if the game design allows illegal moves also in the game, without any objection, then the game may loose its purpose of play.
[1] M. Thielscher. A general game description language for incomplete information games. In Twenty-Fourth AAAI Conference on Artificial Intelligence, 2010.