way to reproduce the bug:

1) insert an usb stick with some files inside
2) drag some files/folders from the usb stick to a local folder (eg:the Desktop)
3) notice that all files/folder were copied: now you have a copy on the usb stick and another copy on your Desktop. It was a copy-and-paste
4) delete all the copied files/folders from your Desktop
5) add to your usb stick a link file (for example the link to the terminal program or the link to the browser)
6) drag and drop the link to the Desktop
7) notice that the link is not present any more on the usb stick: it was a cut-and-paste and not a copy-and-paste
8) recreate a link on the usb stick
9) select some files/folders AND the link and try to drag and drop them to the Desktop by dragging the link file (link file under the pointer during the operation)
10) notice that also this time it was a cut-and-paste instead of a copy-and-paste (as was expected, like on point 3)
11) now you have files/folders only in your Desktop: you have lost the files/folder in your usb stick

If you don't pay attention this unexpected (incorrect?) behavior can cause data loss!

Best regards

Federico Muciaccia