Inconsistent support for select and copy of URL to desktop, Windows 10

I often save URLs of interest to Windows folders by selecting in the address bar, right clicking, then dragging to an open folder window. The selection sequence varies among browsers.

In Brave I’m able to do this with most URLs, but some are ignored.

Mouse over URL box, hold left click, drag mouse, release over target folder
Windows creates a hyperlink in the target

But with

The URL selection is not recognized so nothing is dragged.

Please correct this inconsistency.