This unfortunately happens when you have the Canvas as last (bottom-most) element in the Hierarchy panel, and didn't have the Canvas selected when dragging the SkeletonData asset onto the Canvas object. Drag and drop works without any issues on any other object in the hierarchy except for the last element of the hierarchy. Unfortuantely Unity's Editor API does not return the target GameObject as drop target here for some reason. As a solution for now, please either not have the Canvas as last element or select the parent with the mouse before dragging onto it.
I will have a look whether this issue can be fixed in current Unity versions.
Actually it was the other way around, Unity's Editor API returns the last target GameObject as drop target even when over empty space past the last element, which was why we added functionality to then instantiate after the last element instead of parented to the last element. This would then lead to the observed behaviour when selecting the last element as parent, it then also placed the element after the last element.
This issue has just been fixed on the 4.0 and 4.1-beta branches for Unity 2021.2 and newer versions (which provides an additional better callback method). New unitypackages are available for download:
Spine Unity Download
Issue ticket for later reference:
https://github.com/EsotericSoftware/spine-runtimes/issues/2077