It happened to me recently. A few days ago I accidentally set magnetic snap radii (MSR) for line (Options -> Mouse) to 0. Today I needed guides for some aligning, so pulled one from the vertical ruler and dropped it somewhere. I wanted to adjust it but I could not grab it with the mouse! When I restored MSR for line, I was able to move the guideline.

I tried grabbing other objects with MSR set to 0, and it works just fine, even when these objects are moved to the Guides layer. So it's not the Guides layer that is misbehaving, but the "native" guidelines.