Drop window as maximized to a new desktop instead of fullscreen
Dragging a window to the Spaces bar as you describe will always create a full-screen space for that app, but there's another method to add a space, drag a window to the Add Space + icon on the right side of the Spaces bar:



This method, described in this support article, will create a new space with the window you dragged. 

The window will retain its size and won't be maximized, though. However, you can maximize it yourself before or after dragging:


either by using Window>Zoom (doesn't always work as you'd expect) 
or as follows: while pressing Option, drag a corner of the window to the nearest corner of your screen. It will expand the window in all directions, until the window takes up the full screen.