This is not a Linux feature - but rather a limitation of LXDE - the lightweight window manager used in the Raspbian image.
On my Linux laptop running KDE I can drag a bookmark from KDE and add it to the desktop as an icon or a Desktop Widget. On a lighter Window Manager such as xfce then I can drag and drop from Firefox bookmarks and it adds an icon as you'd expect.
But that's what you get when you pay several hundred pounds for a computer. For a computer costing only $25 you need to run something with less features. It's still fairly easy to create an icon, but you need to open a text editor (the Raspberry Pi is supposed to be fairly easy, but not too easy anyway).
Create a text file in /home/pi/Desktop - called <name>.desktop
Code: Select all
Name=Raspberry Pi website
Comment=The infamous Raspberry Pi computer
These should be self-explanatory, but you'll need to download your own icon separately.