Saving Files from Outlook to 365

Hello,

I am having an issue with click and drag files out of my Outlook to the folders in 365, they simply will not click and drag there from my Outlook. I have to create a folder on my MacBook, drag it to there, then I can drag it to the 365. To my this is creating a timely step in my work and then the need to delete from my computer so I don't fill up my hard drive, which is what I was sold on to buy the 365, saving the info on a server vs filling up hard drives. How can I correct? 

Thank you,

Ernie Ackerly