Holy cow, I wrote a book!
Some people are confused by the seemingly random behavior when you drag a file. Do you get a move or a copy?
And you're right to be confused because it's not obvious until you learn the secret. Mind you, this secret hasn't changed since 1989, but an old secret is still a secret just the same. (Worse: An old secret is a compatibility constraint.)
This is one of the few places where the fact that there are things called "drives" makes itself known to the end user in a significant way.