You may be dragin to a locked layer.
Try enabling > layers palette >> paste remembers layers
This would fix that in most cases as Ilustrator would create a new layer one for your dropped image, since threre was no layer to remeber when using the place command (or drag and drop).
If thsi does nto solve your problem, can you let us knwo if file >> place is greyed out?
Thank you for trying to answer my question: can’t drag the photoshop or any other image file from the window explorer open files directly to the illustrator file.
My IT colleague found the solution: Right click the illustrator short cut icon to go to “properties”, and under the “Compatibility”, uncheck the “Run this program as administrator”.