You may have to drag and drop to your desktop, release the mouse and then drag and drop into FileMaker.
You are correct, dragging it to the desktop and then into FileMaker does work… But this answer doesn't address the Outlook vs Mail drag and drop functionality… I go back to when you grab an Outlook attachment and drag it to a container it shows the plus, as though it were going to add it but doesn't… Would this be a feature request or a bug?
I don't know how you would label that one. My guess is that in Windows, the object your are dragging from Outlook is not actually a file of its own. Dropping it on the desktop (which I suggested as a test to see if I was guessing right), produces a file that can then be inserted into your container field.
So this may not even be a FileMaker Issue, it might be an issue with Outlook.