What you can do is drag&drop an aup file onto the Audacity app icon (if you have one) on your desktop - Audacity will then open a new Audacity project for this dragged&dropped aup.
The main reason that you can’t drag&drop an aup into an already open audacity project is that it is not possible to merge Audacity projects in this way. (You can’t import an Audacity project into an already open project either.)
You can drag&drop audio files into an open Audacity project (this is in effect a File>Import>Audio command) - you can’t drag&drop an audio file onto the Audacity app icon to open a project with that file.
The ability to open up a native project file for an application (by dropping it into the application) is a standard MS Windows and Mac UI/UX attribute.
Currently, the “drop” is considered a merge() command by Audacity. That’s good.
But, all you have to do is treat AUP files differently, with a different rule set. e.g.:
IF user drops a .AUP file, AND there are NO audio tracks currently in Audacity (and the user has not “Saved As” with this instance yet), then just open the AUP file in the current Audacity Instance.
IF user drops a .AUP file, AND there ARE already audio tracks in Audacity, then open the user’s AUP file in a NEW Audacity Instance.
I added your vote - and incidentally added mine, as I think this is sensible (not entirely necessary, but sensible nonetheless).
I also added your two lines of comment on how it should work.
Just note that technically there is only ever one “instance” of Audacity that runs - and that “instance” can manage several open Audacity projects. That is why you can’t run two different versions of Audacity at the same time.
It’s perhaps not as “standard” as you suggest. For example, the “industry standard” DAW “Pro Tools” will simply not let you open more than one session at a time. I’d agree that it is pretty standard for “files”, but an Audacity Project is not just a “file” (and neither is a Pro Tools session).