Is it true that the NAVY doesn't pay for the retirement move for a civilian ?

I've never heard of a retirement move being paid for DoD civilians. If the Army, CG and AAFES do it, then I'll take your word for it. Unless you are at an OCONUS assignment where a PCS move was authorized, then you're going to have to pay for the move yourself. If you choose not to live in the location where you are retiring from, then that is your decision.