For a new user, it's hard to figure out how to manage favorites on the left panel of Thunar. You might want a right-click to either display help or to offer sorting options or even open a multi-select window to add to favorites. I figured out the drag & drop approach you are taking, but, it's better to feel in control by clicking on the thing you want to control.
Will work fine for most users. Additional entries would only clutter up the menu. Closing.
Setting won't fix.