It's not a big deal, but it's a death by a thousand cuts. These little things that used to be part of the refined experience of OSX are turning the "just works" part of their slogan into "damnit, why can't I"
That's called a work around. Its not a big deal in the grand scheme of things, but its not something you'd call a desirable design trait for a desktop app.
And then deleting or moving the photo from the desktop afterwards. So, three steps as opposed to one. For a feature (drag n drop) that's all about convenience.