I have Picard open on one side of the monitor and a file browser open on the other side.
The files I want to have Picard work on are selected in batches.
I had selected about 6000 to drag n drop onto picard, I also had <SHIFT> pressed while diong this and when I released the mouse button, I still had <SHIFT> pressed and the files were moved out of the folder they were in and did not appear in Picard, they had in fact been deleted. They were not in the Windows Trash Can or even in the #Recycle folder of my NAS. They had just disappeared.

NOTE: I had <SHIFT> pressed as I was having problems with my mouse keeping the files selected and pressing the <SHIFT> key was the only way they would stay selected.