"I would like to drag and drop Xrefs from Windows Explorer into the current drawing in the same way as dragging and dropping blocks into drawings. Make the option available. Do you want to insert as a block or an Xref?’"
Drag and drop from the Windows Explorer using the right mouse button "RMB". When you release the button, you will receive a menu that allows you to select one of the options XREF, INSERT, OPEN, or CREATE HYPERLINK.
Thank R.K. for jogging the old brain cells on this nice tip.