Unfortunately depends on another missing feature to make that really useful and this feature is something we can’t quickly hack in at this state. That feature is “context sensitive dragging” from the OS into Renoise, which is platform depended and thus must be realized separately on Windows, OSX and Linux.
Right now, when you drag and drop stuff from the OS (or from plugin windows) into Renoise, it does not know “where” it drops it - it just loads/applies the content generally. For example: drag and dropping multiple sample files from the OS into Renoise won’t allow you to create kezones or drop into the pattern editor. From Renoise’s Disk Browser this works differently.
Even without the proposed improved MIDI import this definitely would be great to have, and is on our TODO lists for quite a while now. Will try to add this in future - but can’t promise to do this during the beta.