Drag and drop in this context is for files.
Is your other system properly mapped (smb://192.168.x.y) ?
If I map a drive on the other system, drag and drop works fine. If I do not map a drive, drag and drop does not work. So this is likely a security change.
Without logging in, the feature will depend upon successful browsing which does not always work, even now in Windows. So it is necessary to map a drive before dragging and dropping.
Follow up note:
I am using a Windows 10 host machine with a VMware Workstation 15 Pro (15.0.2 build-10952284).
There was an issue with Kali machines and a VMware Workstation 15 + version causing Kali to hang and VMware to "Stop Working" Nothing to do with Drag and Drop. But it was corrected in Workstation 15 ++ . Try upgrading VMware Workstation. I am using V16 at this point.