@Soxfaninfl a few of my colleagues had this issue and it indeed came from running it as Elevated (running as Administrator).
To get around this you can go to properties > advanced and untick 'Run as Adminstrator':
I don't have it checked.
Even though your default is set to that, is there a chance that you opened Alteryx as an administrator? I believe the issue comes from a Windows feature which prevents users from moving files from an area of lower privilege (in this case your file explorer), to one of a higher security (i.e. Alteryx where you're running Elevated/as an Administrator).
@DataNath
Thanks for the great tip.
@Soxfaninfl
I can replicate the comment of @DataNath , after unchecking the option "Run as administrator" I was not able to drag and drop.
Maybe you can just reinstall the alteryx if not too much hustle?
Yes, I guess I will try to uninstall and reinstall the application.