Settings > File Types > All files and folders > Events > Drag-and-Drop.
Add a line like this to the top of the commnand:
@Confirm drag and drop?|OK|Cancel
(The other line probably says Copy MOVEWHENSAME
for you, as that is the default. The screenshot shows Copy MOVE
because I've changed my own config so it always moves and never copies, even on the same disk. You don't have to make the same change. Only the highlighted line matters here.)