We recently noticed, through internal testing and collaboration with a partner who had a client with the same issue, that upgrading to the latest Outlook does not enable us to attach documents directly from Outlook via the drag-and-drop feature in CRM. The .msg files or any other extension compatible with CRM, when dragged from the latest Outlook feature, do not work. 

The reason is that Office 365, with its ongoing push to make its software increasingly cloud-based, does not allow CRM to function in the same way as the standalone versions.

The current workaround is making a local copy of the communication or attachment and then dragging and dropping it into CRM as before. 

If you have the option in your Outlook like below, keep it off if you need drag and drop to work as per usual.

Unfortunately, this is a Microsoft issue that we cannot address until we receive an update from them.

Please find the notice here. https://learn.microsoft.com/en-us/answers/questions/1291922/unable-to-drag-and-drop-outlook-attachments-to-fil

The only way will be reverting to the older version of Outlook for now.