I find that I can’t quickly drag and drop with the Mac client.
Try this:
With one message selected,
click and drag ANOTHER message to a folder in one motion
Notice the beach-ball cursor or other dramatic delay
To reliably do this you must select a message, then click, begin the drag slowly then drop on the folder. Very inconvenient and improper behavior.
Also, as previously reported, multiple message drag/drop is painfully slow.