When I go to the system tray icons, the little arrow is there and it works fine, but I can't drag any of the icons on to the taskbar to pin them so they're always visible. I just get a little disabled icon for my cursor. It works on the windows taskbar on my main monitor but I can't see those when I'm in a fullscreen application. I have a couple for system temperature monitoring and I'd like it to be easily visible while gaming.

Am I missing some setting for this, is it a bug or is it just not a feature?