Curiously, many applications, no matter the location of the icon you drag to, will now (El Capitan) refuse to open the dragged file. Apparently these apps are controlled by custom permissions. I have always had TextEdit in my Finder window toolbar for the convenience of drag and open. On a hunch I duplicated TextEdit.app and renamed the duplicate to TextEditor.app (cleaner appearance without the -copy there). I found that the duplicate does open dragged files. I added TextEditor.app to my Finder toolbar and it works as desired there too. I hope this helps.