Blocking dropping onto elevated targets from a non-elevated desktop
has been a security feature of UAC since it was introduced a decade
and a half ago.
You can remove the restriction by running with UAC
turned off, which the security-minded will of course advise you not to
do, and many people have no clue about anyway (it is, however, the way
I run my machine, because I choose how to control my security myself).
Alternatively, you can get a third-party file manager, run it with
elevated permissions, and then drop and drop within it - but you can't
elevate Windows Explorer to try to get the same effect.