as you might expect that functionality is used by almost everyone who uses playlists in MB and I dont recall this issue being reported before.
So you will need to provide more evidence than that for me to spend time investigating.
Where are the files located within MB eg. in the library, inbox, computer node folder etc
If they are located from a removable device folder, is the device still connected.
After you drag the files, are they still in their expected location in the library/ inbox/ computer node etc