If you mean in a consolidated image window its been reported to Adobe and in this user forum. I expect Adobe will rectify the document switching problem that prevent dropping the image on the other document.
That should work. I do it all the time. Try resetting your preferences. Go to (Mac) Photoshop>Preferences>General or (PC) Edit>Preferences>General. In the General tab click on the "Reset Preferences on Quit" button. Quit and then restart Photoshop.