I haven’t, but then I never do anything via drag-and-drop. In fact, I’d say drag-and-drop might be the best-ever example of just because you can doesn’t mean you should.
Across 2 InDesign documents, there are too any potential page-level ingongruencies to just force pages from one into the other. Spreadshufle, sections/numbering, master pages, styles, document-level preferences,and other “hooks” in the source document may conflict or of confuse upon landing in the destination document. If the 2 files are of truly identical setup in every detail (like if you start 2 new, empty files exactly the same way), dragging pages between them works pretty much perfectly. By the time content, styles, etc., are introduced in each file independently of the other, it rarely works well, and it’s best to find another way.
If it’s not a lot of pages (I dunno; fewer than 10?), and you really need everything in one document, just add new pages to the desitation document, then copy/paste-in-place the desired content, one page at a time. If it is a lot of pages, use InDesign’s book features to marry the files or Place the pages of the source into the destination.