Shift right click has always been the way to get the "advanced" context menu. Well, at least back to Windows 95. Fun fact: since the shortcut for the context menu is Shift+F10, you'll always get the extended menu since you'll always have shift pressed when the menu appears.
I only learned last year (when I was still on Windows 7) that you can right-click drag (for example a file on to an email in outlook) and it will throw a pop-up where you can select "Create hyperlink here".
It dropped my jaw...after decades using Windows I had never known right click and drag was even a thing!
Yes, but right-click drag means clear visual confirmation of the action, the physical movements are the same for all types of operation, and you can make up your mind what to do after you've indicated where. I only use shift or control if I accidentally left-click drag.
The Right-Click Drag context menu is also an Explorer Shell Extension Point (going way back) and some apps can add additional behaviors to it beyond Cut/Copy. 7-Zip for instance includes a lot of options in a sub-menu. For instance, Right-Click Drag a set of .zip files in a Downloads folder to a more permanent home folder and you can select 7-Zip > Extract to *\ and 7-Zip will expand all of the .zip files into folders based on the names of the .zip files.