Most times when I install something it asks to be dragged into applications
It's just a convention that adds a layer of security.
Some apps like VirtualBox, for example have an install script that will do this for you, so obviously it can be done. However, if you have to manually do this, there's no way an inadvertent double click will install the App.
Secondly, apps can be installed for both users system wide or for individual users (~/Applications) so this manual step gives you a choice of which Applications folder you wish to install it to.
“Completing the installation” is a misnomer here on macOS.  Unlike Program Files on Windows, you don’t have to have a special place to run an app. You can put that app bundle  almost anywhere (obviously not protected volumes) and have it work. You're only copying the the app bundle to the Applications folder for convenience.