Please go to Help, then choose About. What version and build of Cubase 9 do you have installed (9.0.0, 9.4.2, etc)?
With regard exporting from Cubase, I would suggest using File, Export, Audio Mixdown, with Channel Batch Export. Or you could use Bounce Audio to create new versions on the drive. There is not an option to drag and drop from Cubase because Cubase is a non-destructive edit decision list so the audio file that is being referenced is not actually being changed when you adjust the start, end, fades, add insert fx, etc.