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When a fluid system is subject to strong rotation, centrifugal fluid motion is expected, i.e., denser (lighter) fluid moves outward (inward) from (toward) the axis of rotation. Here we demonstrate, both experimentally and numerically, the existence of an unexpected outward motion of warm and lighter vortices in rotating turbulent convection. This anomalous vortex motion occurs under rapid rotations when the centrifugal buoyancy is sufficiently strong to induce a symmetry-breaking in the vorticity field, i.e., the vorticity of the cold anticyclones overrides that of the warm cyclones. We show that through hydrodynamic interactions the densely populated vortices can self-aggregate into coherent clusters and exhibit collective motion in this flow regime. Interestingly, the correlation of the vortex velocity fluctuations within a cluster is scale-free, with the correlation length being about 30% of the cluster length. Such long-range correlation leads to the collective outward motion of cyclones. Our study provides new understanding of vortex dynamics that are widely present in nature.