I have a message with another message as an attachment (with an .eml filename). If click the attachment and keep my mouse down, I am able to drag it, but - I can't drop it into another folder.

Why? I really should be to drag messages into folders. It's a message like any other, no good reason why we shouldn't be able to add a copy of it to a folder. (I don't much care if it is copied, moved, or if a prompt makes you choose between copy and move.)