The Prophet (peace be upon him) ordered us not to join one prayer with another prayer without leaving or speaking (in between). (Muslim and Abu Dawud)

Changing positions for performing Sunnah prayers is a sound tradition of the Prophet. Just as in the case of Tarawih prayers, the Prophet always wanted to make a clear distinction between what was obligatory and what was optional. Therefore in this instance, he ordered the believers to change places, so that it did not look as if the Sunnah prayers were an extension of the Fard or obligatory ones.

In this talk, Sheikh Muhammad Salah explains this state as most Muslims once they finish praying Fard Prayer, they get up to pray the Sunnah Prayer.

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Source: Huda TV