Why can't I drag a folder to the right side of the start menu?

I'm in the process of trying to put a shortcut to a folder on the right side of the Start menu. The most obvious approach to me is to drag it from Windows File Explorer onto the rightside of the Start menu which gets me the below response denying the action. Why is this? A company the size of Microsoft can surely forsee this intention and action. Why would they choose to prevent it? It is it a security risk? Is it to save for some future update so we can impressed at how usable Windows is finally becoming after 30 years of development? Having to perform extensive searches on how to do basic tasks is the kind of crap I expect from Linux.