I was just trying to recreate this in my system, but it worked correctly. Can you check the version number of Blend? Mine - 4.0.20901.0
In Blend, I don't think dragging and dropping will necessarily be bad practice. There are areas where this can cause you troubles, such as data binding and removal of visual elements on the screen, as a rule, leave you to work with cleaning. At the same time, with the behavior, I believe that drag and drop is the preferred method of linking them to elements.
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