Open .lnk files with drag-and-drop on Windows is not opening the shortcut's target file

When you open .lnk files from "File", "Open File", it follows the link and opens the target file.

But when you drag and drop a .lnk file, it is opening the actual contents of the .lnk file, showing unhelpful binary data.

I have several shortcuts to Python scripts from various projects and my daily routine is to drag and drop the shortcut into an editor to edit and run it. This bug prevents that fast-paced development.