This paper investigates the potential of movable antenna (MA)-enabled micro-mobility to replace UAV-enabled macro-mobility for enhancing physical layer security (PLS) in air-to-ground communications. While UAV trajectory optimization offers high flexibility and Line-of-Sight (LoS) advantages, it suffers from significant energy consumption, latency, and complex trajectory optimization. Conversely, MA technology provides fine-grained spatial reconfiguration (antenna positioning within a confined area) with ultra-low energy overhead and millisecond-scale response, enabling real-time channel manipulation and covert beam steering. To systematically compare these paradigms, we establish a dual-scale mobility framework where a UAV-mounted uniform linear array (ULA) serves as a base station transmitting confidential information to a legitimate user (Bob) in the presence of an eavesdropper (Eve). We formulate non-convex average secrecy rate (ASR) maximization problems for both schemes: 1) MA-based micro-mobility: Jointly optimizing antenna positions and beamforming (BF) vectors under positioning constraints; 2) UAV-based macro-mobility: Jointly optimizing the UAV's trajectory and BF vectors under kinematic constraints. Extensive simulations reveal distinct operational regimes: MA micro-mobility demonstrates significant ASR advantages in low-transmit-power scenarios or under antenna constraints due to its energy-efficient spatial control. Conversely, UAV macro-mobility excels under resource-sufficient conditions (higher power, larger antenna arrays) by leveraging global mobility for optimal positioning. The findings highlight the complementary strengths of both approaches, suggesting hybrid micro-macro mobility as a promising direction for balancing security, energy efficiency, and deployment complexity in future wireless networks.