A few of the images in your screen shot are not online. The pre-flight check of the selected items when you drag fails because of this and the drag is cancelled. This is why we asked if your images were all online (green dots). Some of them are not online (yellow dots). If you deselect the offline images, I expect that your drag operation will succeed as normal.
This is not a bug. PM cannot provide images that are offline to another application via drag and drop or any other mechanism (edit with another application).
-Kirk