InDesign/Finder undo

On a Mac, use the fast switch technique: Command + Tab to get to the Finder, start to drag your file, while still holding the mouse button down hit Command + Tab again to jump back to InDesign (or Tab as needed if ID wasn't the last app you were in), now release the mouse. Works with single or multiple docs.

You can also place multiple images without ever leaving InDesign using the loaded cursor method. Images can be either placed directly on the page or within existing frames by going to File>Place and finding the image folder you want (you can even scroll to the desktop and choose from there) and shift-clicking on all of the images you want to place and clicking on "Open". The cursor will then show a small icon with a number next to it (to denote the number of images chosen). You can then click on either existing frames or directly on the page to place the images. If you have predetermined fitting options for the existing frames (Object>Fitting>Frame Fitting Options) then your images will fit the frames as you've determined. All of this and the ability to Undo within InDesign as well.

The same here on Windows, and I find it quite convenient when I need to drop several images in a sequence, in pre-made frames, without leaving file manager. But: if you drag an image to any empty area, you need to click to actually paste it, and focus goes to InDesign. Pretty logical to me. Behavior change would break more than fix, imho.

Your graphic frames must be damn small if you run into a problem here! Maybe zoom-in would help?

Edit:

if you dropped a wrong image, you can easily fix it dropping a 'right' one on top, and it will replace. No need to Undo.