Use physics forces! When you use the drag'n'drop behavior you move the object direct to the x and y position to the touch position. So the physic collision is can't work correctly. Because it instantly move to this position every tick.
Drag'n'drop is a really primitive feature. Its better you create your own movement with events.
1. Add a Variable to you player object named "move = 0".
2. Go to the Event Sheet 1 and Create a Event "On Touched object" Sprite2 (Player).
On this Event: Set the variable "move" from player object to "1".
3. Create a "On any touch end" and reset the variable to "0".
4. Create a Event "Compare instance variable" of player object if "1".
5. Now you can add a physical force. For example:
"Apply force towards position"