I too had this problem when trying to drag the photos across to my Onedrive from iCloud photos, I don't want to appear to be a smart arse, but, being a novice in these matters, after having read the other posts here , I thought I'd give my own method a try.
It's so obvious that I thought that it wouldn't work, as it's so easy.
I popped a USB stick into a USB3 port, dragged and dropped the selection of files onto the stick, then dragged and dropped them from the USB stick into my Onedrive folder.
Hey presto, job done, hope this helps you 6phon and everyone else that has the issue.