By default the RadDock should not be separated from the cursor once it leaves a RadDockZone. Please check whether there is a custom script that modifies the behavior of the dock controls and remove it, if such exists.
If this is not the case, please elaborate on your scenario so that I can help you accordingly because currently I am mostly guessing as to what your setup is. You can open a support ticket and send a simple, fully runnable page that isolates the problem so that I can inspect it locally and provide an according solution.
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