Why right-click at all ? Just drag'n'drop between two file manager windows. Unless you're dropping the file(s) on a directory (in which case they will get copied or moved into that directory), this will do the expected thing. You can even force copy/move/link by holding shift/ctrl/ctrl+shift while releasing the mouse button (at least you could back when I was using nautilus (~ Ubuntu 12.04); I have switched to XUbuntu and Thunar since (on which this works just fine)).

Holger