When a URL is dragged and dropped onto the desktop it would be convenient if a launcher that would open the URL was created. Currently the web page is retrieved and saved to the desktop. An example of dropping a URL onto the desktop would be dragging the favicon from the Firefox location bar and dropping on the desktop. I feel that downloading the page is not what the user would expect, especially since only the page itself is downloaded and the supporting content (js/css/images/...) are not downloaded, making the page often almost useless. A possibly better solution would to use a mixed system and fetch the URL and if it is a webpage scrape the title and favicon for the launcher and if it is some other MIME then download and save it. This makes dragging images/songs/videos/... easy to save from a URL (assuming it is a direct link to the video). Fetching the URL would not be more of a security risk as the URL would be fetched anyway as it is handled now. As a side note, Thunar currently acts the same way but it makes more sense for a file manager and there is no way to create a link to a webpage.
A fix was pushed to master. Dragging the URL or media files from the Firefox window (and possible other web browsers) will now open the "Create Link" dialog window. Chrome/ium behaves differently and uses the XdndDirectSave protocol for media files. However, this drag & drop protocol is not fully implemented in xfdesktop yet. http://git.xfce.org/xfce/xfdesktop/commit/?id=7794bd7d684218bc354ec914e48905cd279607a1
This works for me, kind of, sort of in GalliumOS, which is XFCE based. It will not work in a Thunar Window, but if I try to drag from Chromium to the desktop, the behavior is as expected.
Works for me on xfdesktop 4.13.2 and Thunar 1.8.2 from both Firefox 62 and Chromium 69.