Are you dragging the slur until the destination note shows contact? As you pass over the intermediate notes, you will see a temporary hilighting. Keep going until your destination note shows that.

If you double click it should attach to the next note. If you grab the handle at the end of the slur, little square at the end, and drag it to whatever note you see the highlight on and drop it, it will attach there. Windows anyway, I assume Mac is the same.

Ernest, you can save a step. Double-click and hold, and drag the slur out, rather than entering the slur, and then dragging it.