Adding images to the media library via drag & drop is a beloved feature users of WordPress are used to for a long time. Also it is possible to drop images directly into the editor which uploads and inserts them in a single step. But adding a featured image to a post needs a few clicks.
The free WordPress Plugin Drag & Drop Featured Image adds the ability to drag and drop images into the featured image box when writing a post. A few clicks lesser but a really useful extension!