There's a workaround you can use:
1. Go to Menu Environment/Options.
2. Go to Environment/Form Editor.
3. In th Miscellaneous group box: uncheck the "Right click Selects" and apply changes.
Then select the component you want to change parent, go to the form editor and right click anywhere in the form, and select what you want to do ...
That's it!!
By the way it would be nice to have all the Form Editor's Pop-Up functionality within the object inspector, plus drag and drop to change parent of a component.