When dragging a file from BOX drive into a 3rd party application that references that file location it's using the local .\Users\<username>\Box\ for that file. Since the link path is specific to the user, why couldn't the link use the web URL path instead? This would save the path as the correct path so that other users (who have access in BOX) to reference the link and retrieve the file.
I understand that the link could be accessed by selecting and dragging the URL from the browser, but doing this from Box Drive would also be good since many users perfer the windows explorer look and feel when accessing the files.