The buttons have their own built-in functionality and switch states automatically: Normal-Hovered-Pressed - and you have no control over it; or to be more precise - this functionality is not exposed to blueprints.
Using precise click and initiating a drag operation robs the button of the opportunity to respond and switch states accordingly - you noticed the button getting stuck.
I know buttons and their styles are neat the included features seem like the way to go but you can replicate all that with a border - it even has its own *OnMouseButtonDown *.
My advice is to avoid drag&drop with buttons if you do not want to deal with the side effects you observed.