First of all it is not DOS. There is none in Windows 2000, XP, or
Vista. The command window is a text interface called a command line
interpreter. You cannot drag and drop graphical objects on a text
window.
Similar to cmd.exe, part of DOS (command.com) was a command line
interpreter. Since it was also the main user interface (in Windows it is
Explorer.exe), it is what many call "DOS", so they also call something that
looks similar (such as a cmd.exe window) "DOS" - like they call what they
see of Explorer "Windows".
I suspect that most know that cmd.exe isn't MS-DOS (but neither was
command.com), and don't need to be told this every time (except by those
trying to show how clever they are). Ones who don't know this already
probably wouldn't really get the distinction anyway, and probably wouldn't
even be opening a "cmd.exe text command line interpreter window".
If, as you say, "graphical objects" was what was meant in the original
question, you can't actually drag and drop those between a lot of program
windows. This has nothing to do with whether they are "DOS" or not, but
whether they know how to handle graphical objects.
What you CAN do is drag a filename from Explorer onto a "cmd.exe text
command line interpreter window" (wouldn't "DOS" be simpler?), and it is
received and pasted into the current command line. At least it is in my
"cmd.exe text command line interpreter window". If this is what the
original question referred to, all I can say is that it has always worked
for me and I don't know how it might get disabled.