The default behavior of a drag'n'drop action depends on the location of source vs destination. If the source and destination are in the same mounted device's directory tree, the default action should be to move. In order to force a COPY, hold CTRL as you drag'n'drop. If they are on different mounted volumes, such as USB memory sticks, the default behavior is to copy. in order to MOVE, as Dominik said, hold on SHIFT and drag'n'drop.
For myself, I sometime want to only move. If anything happens during the move, some files may be lost. I would rather force a COPY, and then delete the source. This is true for important documents, or when doing a clean up, moving files to archive directories.