Instead of dragging and dropping multiple layers between documents, you can choose to target the layers in the Layers panel, hit Cmd/Ctrl + C, and hit Cmd/Ctrl + Shift + V to paste the layers in place in the other document.
How do you select multiple layers in Photoshop?
To select multiple contiguous layers, click the first layer and then Shift-click the last layer. To select multiple noncontiguous layers, Ctrl-click (Windows) or Command-click (Mac OS) them in the Layers panel.
What is the shortcut to duplicate a layer in Photoshop?
In Photoshop the shortcut CTRL + J can be used to duplicate a layer or multiple layers within a document.