Same problem here, coming from Windows 10, I can say that this is one of many problems with Windows 11 which was definitely NOT ready for release, and still isn't.
It SUCKS to have to copy and paste, then deal with the highlighted explorer address bar that won't go away until you escape or click a few times inside of the folder. Microsoft has managed to screw up one of the most basic elements of Windows, something that goes back nearly 40 years!
I'm beginning to feel that W11 is the "Windows 8" or "Windows ME" of it's day, garbage that ideally would be skipped, but you can't skip this one, or you will have an unsupported OS. If I could switch to a Mac I would but in the engineering world too many apps are Windows-only, so I'm stuck in this hell that's been forced upon me.
Microsoft, YOU SUCK. This issue has been going on for more than a freaking year!! And of course the moderators in these forums ALWAYS say the following: "No problem on my end, works fine for me" and / or "Try resetting or reinstalling (app or Windows itself), clearing cache, bla bla bla". You really never learn do you Microsoft? Decades of the same nonsense from you. You just can't get something right before forcing it on your customers can you? What's the rush? You have no competition in many senses, yet you rush your half-baked software out anyway, as always. This is the sloppy laziness that comes with monopolies, but still for some dumb reason, I was expecting a workable OS so that I could be productive at work, silly me.