That sounds like you might have some actual issues with your SAS deployment if you cant close a pop-up window, such as the "filter and sort" ,using "Cancel" or the "X" in the top right of the window. I assume that you are also unable to use the "filter and sort" as intended (fill it out and hit "Ok" to perform a filter) if that is the case.
Basically it's one thing for the pop-up window to end up of screen then moving it into view should fix your problem, either fill it out as intended and perform the filter (or other action) or close it if it was a mistake. If the window itself is frozen or unresponsive that's something else entirely.
As to why SAS haven't fixed the issue, I would speculate that the actual problem might have more to do with Windows as an operating than SAS but I have no insight in that.
For "drag and drop" functionalities i would recommend you looking into SAS Studio (that is, if your SAS is an deployed server and not just EG as a stand alone workstation) and the "Visual programmer" feature which support drag and drop of tables and a lot of tasks.
//Winter
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