Why would this behave differently than drag drop from desktop?
Drag / Drop file or URL Link from desktop forces a useful dialog to open
Drag / Drop URL from address bar from Chrome dumps URL onto grid as item..... less useful
I think both Drag / Drop situations should open the useful dialog.
Comments
Pros: If the file is moved, the shortcut will update (IIRC, this works for NTFS drives).
Cons: I don't think this plays well with USB drives and IQ's smart search for files will find the shortcut (not the original file), so it may be a problem