Drag files to Mac desktop

I have been using Parallels since 2008 and haven't ever had this problem before.
Today I tried to drag a word file from a folder in my virtual PC onto the Mac desktop. Each time I tried to do it I got this dialog:
"File Explorer would like to access a file on a network volume". I clicked OK but nothing happened.
I have tried this with other documents in other PC folders with the same result.
Only once did it work - on that occasion I got a dialog saying "the source and destination volumes are the same', and I clicked 'skip', and the document was saved on the Mac desktop. I can't reproduce that.
This is really irritating. I am using:
MacBook Pro with M1 Max chip, Parallels 17 and the ARM version of Windows 11.
Any suggestions gratefully received.
Tom

 

Hi, please refer to this KB article for resolving the issue.