I also would like to add some important information: when I drag the
email message itself to one of the folders, the action succeeds and I
see a .MSG file in that folder.
I get the same result when dragging a contact from an email I have sent
(I've created an email message and attached contacts to it to send to
one of my friends) - I end up with a .MSG file of that contact in the
same folder I dropped it.

I hope this will shed light to lead us to a solution.
Thanks again in advance.