For others who see this: I was referring to drag and drop from the Finder. Apparently this was either a dream I had, or an unintended feature provided by an older OS version as it doesn’t appear to work in any of the Max versions I have around at the moment.
Yeah, that’s not currently supported. This interaction falls under a whole set of features we are actively working on for the future of Max. For now, Filebrowser works and you can always jam a dropfile in your patch.