Hi @Jack Speshock,
Welcome to Microsoft Q&A forum.
Thank you for reaching out and sharing your experience with us.
I can understand the importance of being able to quickly create tasks from emails. However, by default, the To Do tab in My Day is designed to accept an email message not a whole conversation. This means the behavior that prevents dragging and dropping a conversation into the To Do tab is intentional.
In order to create a task from using your email, please follow these steps:
Go to Mail in new Outlook.
- Open the My Day pane by selecting the calendar with check mark icon on the top right.
- My Day on the toolbar at the top of the page.
- Select the Calendar tab.
- Find the message that you want to create a task from in the message list.
- Select and drag the message to the To Do tab in the My Day pane.
While we understand how important this functionality is for your workflow. I recommend submitting feedback directly to Microsoft via the Feedback Portal to help prioritize this feature in future updates. 
Sharing your experience through this channel is the most impactful way to advocate for a change that would benefit you and other users.
Note: As community moderators, we kindly ask for your understanding that our access to internal development details is limited. Our primary role is to guide users toward the appropriate resources and support channels. While we may not have influence product design decisions and have limited access to internal development details, we’ll continue doing our best to support you within the scope of our responsibilities.
Thank you again for your patience and for bringing this to our attention. While I can't change the product's design, please don't hesitate to reach out if you have any other questions. Wishing you a great day ahead.
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