this seems to only be an issue on the Live (or Retail) servers. even after clicking on the Lock Action Bars, i can still drag spells, abilities or macros from them, without holding any other key down.
not sure if it’s been reported or not, as i’ve been in a sabbatical from WoW for the past 6 months…so i’m not sure when this problem started, but i just noticed it when i made a new character a few mins ago. .-.