Thunar starts a selection drag rather than a file drag if you start dragging an item which is previously unselected. This is rather annoying especially with new Thunar windows, where nothing is selected. The desired action would be to drag the file which you start to drag, even if it was not previously selected.
Oh, now that I read it again and tried, I see what you mean. However, this is not a bug ... it's just how rubber banding selection in the details view works. The other views don't suffer from this problem.
This bug has been reported on Ubuntu Launchpad as: https://bugs.launchpad.net/bugs/510074. When I try to drag a file to another folder/window, I currently have to select it first with a single click. By dragging an unselected file, a selection box is created selecting other files instead of moving the current one. Therefore you need two clicks for each file move. If this is not a bug, it should be configurable (e.g. "Drag file starts selection").
Confirming this with thunar 1.0.2-1+b2. This only occurs with thunar's "detailed view", but I don't know if it can be solved without solving bug 3386 first. (e.g adding an empty line at the end of the file list, or adding a "full row selection" option)
Still broken in 1.3.
*** Bug 7671 has been marked as a duplicate of this bug. ***
Marking duplicate. *** This bug has been marked as a duplicate of bug 11605 ***