Hi,
I am afraid if this is the limitation of RD web client cause there is feature request to add drive redirection for RDC of web in the user voice forum.
You could either post your feedback here or vote the similar thread.
https://remotedesktop.uservoice.com/forums/911494-remote-desktop-client-for-web?query=drive
Hope this helps and please help to accept as Answer if the response is useful.
Thanks,
Jenny