drag and drop image from photos to finder

It will depend on what you want to use the dragged image for, and also on your use of iCloud Photos and where you are dragging to.

• You need write access to the folder where you are dragging to. and it may not work to drag to the top level of an external volume, drag to a subfolder.
• If you are using iCloud Photos, you may need to force the download from iCloud, before you can drag a photo from Photos.
• If you want to archive photos in the best possible quality use File > export, as Matti recommended. Dragging is not giving you any control over the quality. It is fine, if you just want a small file for sharing.

It is best to use File > Export (and pick the desired option there). Just dragging to Finder might only copy the low-res thumbnail in newer Photos versions.