Built-in file browser panel
Dropping images from Finder is cool, but it might not be tricky (especially if you've got single screen) to have Finder window and some element you want to have image applied visible at once.
Would be cool to have some kind of files browser inside XD
I was thinking about that too. Builtin shortcuts to your assets folders (icons/photos)and/or ability to set default location (or maybe default folder in project location) would be great.