Problems with moving tags

In PSE 10 I have lots of imported Keyword tags.  In this list are tags like USA ,Arizona, Florida,Utah Etc.  It's easy enough to drag Utah to just under USA. I had thought that I could then make each state, as a sub-category of USA.  But when I try this I find that Utah then appears at the bottom of the imported list & not under USA as I had expected.  Is what's happening correct or not?  Should I be able to achieve a tag tree which If one took it to even down another step be able to see USA on top branch,States like Utah on one branch down & then Salt Lake City on bottom branch?
I had expected to be able to use the tag tree as a way to sort of zoom in. So I would have the options of seeing all pictures at country,state or city level.
Thanks in advance

I would suggest that you are right about the limitations of 'dragging'.
For instance if I were to create a sub category of Australia & called it India, the name India just appears at the bottom of the list of Places. This isn't creating it in the tree structure that I had thought would occur.  The same thing occurs if I were to create families under people.
The solution is to edit the india tag via the contextual menu. Highlight the India tab, right click to open the menu. There you can either change the level (tag, subcategory, category) or use edit, in which case you can tell that the parent category of India is Australia.
Using the menu instead of dragging may not be as easy and straighforward, but it is very flexible. You'll need some practice, but it's very powerful.

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