This seems like an obvious bug so I apologize in advance if this has been reported. I checked Studio Bugs sub forum and couldn’t find anything.
If you highlight more than one object (in the same hierarchy level) and then attempt to drag them to a different hierarchy level or parent, then the selection gets deselected and the object that your mouse clicked on becomes selected. Example GIF:
EDIT: Also, if you select multiple objects and attempt to drag by just click dragging in the explorer background then the selection gets deselected as well.