It's worthy to note that Lightroom only writes sidecar files for files that it cannot (or will not) write directly into - which can be even for simple EXIF edits in my experience.

And it's a good idea to force it to write out all its data before moving it around, just to make sure that what exists outside the database is fresh/current.

I've found that the tricky issues come when trying to use another piece of software along side Lightroom that may have the capability to write directly into the file (back to the original EXIF). At that point you've got to do a little dance to make sure you have the correct data, including refreshing the info in Lightroom. Be careful, because if the other program can't deal with the external XMP, then you're going to be stuck and won't be able to merge the two sets of edits. In such a case it's a good idea to use the external program first. Specific example, some GeoTagging software I've tried in Mac OS.