I suspect the issue is that your version of Windows is being picky about drag/dropped folders on unknown applications. Why not try the "Select Folders to Convert"

1. Make sure you are using the latest version (1.2.20191219)
2. Choose Import/ConvertDICOMtoNIfTI... menu item
3. Set up the desired output filename, hover mouse to see options (e.g. name is %n, time is %t; note %d is the series description).
4. Press the "Select Folders to Convert" button to select the parent folder with the DICOMs.
5. If there is a problem with your DICOMs, try converting a known dataset https://github.com/neurolabusc/dcm_qa


In general, for issues with MRIcroGL (instead of MRIcron), use the MRIcroGL forum
  https://www.nitrc.org/forum/?group_id=889
or generate a Github issue
  https://github.com/rordenlab/MRIcroGL12