I think you'll find that most of us don't use navigation forms as they're somewhat limiting. So if I may guess, it's because you're not selecting the tab before you attempt to drag the form on (thinking it behaves like a tab control). I've also read that it's much easier to add a form to a tab while in layout view instead of design view.
HTH.
EDIT
1) I see that I have a nav form in a db that someone posted while looking for help. Turns out that I can just drag a form from the objects pane on to the new tab so I guess my post isn't going to help you.
2) works if I just select the form from the property sheet Data tab > Navigation Target Name or drag a form on to the Add New tab.
The more we hear silence, the more we begin to think about our value in this universe.
Paraphrase of Professor Brian Cox.