Drag and drop to place file sometimes embeds instead of linking
When I drag and drop a JPG/PNG/PDF/AI file from Finder into an Illustrator document, it normally drops in as a link. However, sometimes it unexpectedly embeds the artwork instead of linking it. If I try again repeatedly, it continues to embed, so to fix it I have to go to File > Place and ensure that "Link" is selected (which it already is). After that, if I drag-and-drop from Finder again, it links the artwork as expected.
This issue is seemingly random and I can't figure out exactly how to reproduce it. I always link files (not embed them) when I place them via File > Place or via drag-and-drop, so I don't know why it sometimes decides to embed.

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Justin Penner commented
Update almost a year later: I'm now running the latest Illustrator 26.5 and still experiencing this bug often. I'm working on a document now and tried dropping the same photo twice, and both times it embedded the image instead of linking like it usually does. I switched to another app (Chrome) for a few minutes and then went back to Illustrator and tried again with the same photo, and it linked this time even though I hadn't done or changed anything in Illustrator in the past few minutes. It seems like there's a setting that just toggles every so often at random between linking and embedding dropped images.