Please do NOT drag assets from other software or your desktop into Indesign.
Place them.
That is all.
PD when you drag and drop an asset like a logo or a picture into Indesign it will create a link to the original file. So that is the same as “Place”.
If you copy and paste, you have an embedded asset.
I would not recomend “drag and drop”, but I don"t see the problem.
Maybe I am overlooking someting?
Drag an image from a photoshop window to an Indesign doc.
Is it in the link palette, embedded or otherwise?
If not, where is it?
Or drag a group of objects from Illustrator.
Make one of the objects a gradient fill.
Make one of the objects a stroked and filled shape with a Stylize > drop shadow.
Make one shape just a solid block with a stroked outline.
If you drag the objects together (as if they were a logo) into InDesign,
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the gradient fill becomes a “link” that does not show up in the link palette. You can edit color using the bullseye in the frame but try to resize it to pull a bleed (which you can do without moving the crossover in a regular InDesign gradient using the Direct Select tool.)
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the stroked object with the dropshadow, you get a filled object, the stroke converted to a filled object (no longer editable for stroke weight) and you get a drop shadow at some undetermined resolution (though I suspect it might be at whatever your RES setting was in Illustrator.)
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the block stays a block. But if you drag it over at the same time as the block with the drop shadow, it’s outline becomes a shape. If you drag it over just by itself, it stays a block with a stroked outline.
So please don’t.
A regular photoshop image file drag from a desktop file works most of the time. just don’t do it from the photoshop doc. I’m not to sure about Illustrator files dragged into indesign from the desktop though. Too many conversion things can happen.
Still.
Don’t.
Just link it.
Are we talking about two different things — dragging and dropping files from the desktop as opposed to copying and pasting from one app window to another?
I’m talking app-to-app drag and drop.
Like having Photoshop open, save the image, then not wanting to take the time to open the Place dialog, cuz the image is right there to be dragged. Don’t do that. 
I’m just trying to clarify since you probably know more about the consequences of these things than anyone I know.
An app window to InDesign drag and drop is, essentially, copy and paste (which I wouldn’t do with anything other than text).
So are you implying that dragging and dropping a file from the desktop into an InDesign window is OK? I’ve always avoided doing this, but I’ve never really known whether or not my reservations are valid.
I’m not saying it’s a good idea. It’s more viable than an app window drag, but still the wrong way to do things. Like I said, there’s too many variables when a file is converted in any way except the way it was meant to be done.
It’s just that I’ve been receiving a number of files from many various sources recently that I’ve had to bounce because I couldn’t preflight them properly. If those dragged images are hiding someplace other than the link palette, I sure can’t find them. And I’m still gobsmacked at the number of designers who don’t include bleed in print files.
It resides in InDesign as a native object, not linked or embedded (so to speak from the Links panel).
But you can select the object and use File>Export and select a PNG or JPEG, or EPS (for vectors if you have them (ugh!!!)) and then choose Selection from the pop up window.
You can then export the image from InDesign to a file. And link it properly.
Not the greatest way - but if you have to - it’s possible.
That falls under “additional charge for heroic efforts.” And it will delay your print schedule.
