Yes, I agree. I'm still an avid RISC OS user for exactly those reasons. I love being able to actively use apps and windows without having to bring them to the foreground. However, to a certain extent OS X Tiger supports it too. Surely not as fully as RO, but it comes close. Indeed, the use of drag&drop is quite widespread in OS X, even surpassing RO in certain areas. The nice thing is OS X supports the Windows approach, but when used to RO as I am, it reacts familiarly as well. Many relatively unknown things, e.g. dragging windows behind and between other windows, are possible. Like on RO, it rewards experimentation.
In the end, it's all about personal preferences. Although drag&drop saving in OS X is limited, i.e. no pop-up save boxes, the ROX and RISC OS implementations are uniquely advanced and still unsurpassed.