Object Styles are not draggable into the CC Libraries. Remember, that the feature is cross-application (also works with Illustrator CC, Photoshop CC and other apps). InDesign's object libraries are necessarily InDesign only.
But you've found the best workaround: When you drag an InDesign object, it copies both a snippet file (which contains all the styling) and a PDF into the CC Library. An application like Illustrator or Photoshop can place the PDF, the snippet is used when copying back to InDesign. So it will add the Object Style if you move it to another InDesign file.
Thank you Steve for your response!
This is interesting though, because the brushes I can create in Capture are specifically created for PSD or Ai (which of course makes sense). They are therefore only usable in one program, but still part of the CC Libraries. I guess this is because it's the only convenient way to get them from an app into the desktop version. Still it would be great to include more similarly program-specific files in CC Libraries in the future!