GWT drag-n-drop is "only" a support for existing "native" APIs (which also means you can control drags to and drops from outside the browser).
AFAIK, gwt-dnd however "emulates" DnD using mouse events (mousedown + mousemove starts a drag, and then mouseup drops), which means you can only drag things within your app.
(it's unlike canvas, for instance, where oldIEs have to use a fallback or emulation)