I've come across this issue. I have 2 layers, both with some masks applied. Now I want to copy one layer mask onto the other layer mask, thus copy a layer mask. I do drag and drop, also try with shift, alt/opt, cmd, ctrl and each time it only moves the mask. How to actually copy it? I also don't see any such option in the menus. I'm running Photoshop CC on a Mac.
Your layers both have masks, so you'd like to replace one layer's mask with a duplicate of the other layer's mask? If so, you should first delete the mask you don't want.
You can easily duplicate layer masks by duplicating the layers they are on--this will give you extra copies of the mask to move around and is perhaps the quickest way.
Alternately, if you command-click a layer mask, it will select all the white pixels of that layer mask. You can then recreate the mask on a different layer by using Layer > Layer Mask > Reveal Selection.