Pointer down was called, but the internal state in the user's code was not reset when PointerCapture was lost.

Here is a fixed version of the user manipulator:
class WindowDragManipulator : PointerManipulator
{
private bool enabled;
private Vector2 startLayoutPosition;
private Vector3 startPointerPosition;

protected override void RegisterCallbacksOnTarget()
{
this.target.RegisterCallback<PointerDownEvent>(OnPointerDown);
this.target.RegisterCallback<PointerMoveEvent>(OnPointerMove);
this.target.RegisterCallback<PointerUpEvent>(OnPointerUp);
this.target.RegisterCallback<PointerCaptureOutEvent>(OnPointerCaptureOut);
}

protected override void UnregisterCallbacksFromTarget()
{
this.target.UnregisterCallback<PointerDownEvent>(OnPointerDown);
this.target.UnregisterCallback<PointerMoveEvent>(OnPointerMove);
this.target.UnregisterCallback<PointerUpEvent>(OnPointerUp);
this.target.UnregisterCallback<PointerCaptureOutEvent>(OnPointerCaptureOut);
}

private void OnPointerDown(PointerDownEvent e)
{
DebugEvent(e, e.pointerId);
if (this.enabled)
{
e.StopImmediatePropagation();
return;
}

this.startLayoutPosition = this.target.transform.position;
this.startPointerPosition = e.position;

this.target.CapturePointer(e.pointerId);
e.StopPropagation();

this.enabled = true;
}

private void OnPointerMove(PointerMoveEvent e)
{
DebugEvent(e, e.pointerId);
if (!this.enabled || !this.target.HasPointerCapture(e.pointerId))
{
return;
}

var pointerDelta = e.position - this.startPointerPosition;
var margin = this.target.layout.size * 0.5f;

var newPosition = new Vector2(Mathf.Clamp(this.startLayoutPosition.x + pointerDelta.x, -margin.x, this.target.panel.visualTree.worldBound.width - margin.x),
Mathf.Clamp(this.startLayoutPosition.y + pointerDelta.y, -margin.y, this.target.panel.visualTree.worldBound.height - margin.y));

this.target.transform.position = newPosition;

e.StopPropagation();
}

private void OnPointerUp(PointerUpEvent e)
{
DebugEvent(e, e.pointerId);
if (!this.enabled || !this.target.HasPointerCapture(e.pointerId))
{
return;
}

this.target.ReleasePointer(e.pointerId);
this.enabled = false;
}

private void OnPointerCaptureOut(PointerCaptureOutEvent e)
{
DebugEvent(e, e.pointerId);
this.enabled = false;
}
void DebugEvent(EventBase evt, int pointerId)
{
Debug.Log($"{evt.GetType().Name}: enabled: {this.enabled} pointerCapture:{this.target.HasPointerCapture(pointerId)}");
}
}