(From the .Net tag on the question, I'll assume we're talking about the Visual Studio designers when talking about dragging and dropping controls.)
I don't think they're evil, though I agree that it isn't always the most fitting metaphor for components (like Thread).
The dragging-and-dropping of control isn't, to me, a statement of "this is a UI component that is far-removed from the metal." Rather, it's a statement that I "want the designer to manage this component's lifetime for me." From this perspective, it's very sensible to add things like background workers via the drag and drop. In fact, this is my favored method for including any IDisposable object as a member of (e.g.) a UserControl or a Form. This way, the codegen is handled for me and I can focus that much more on what my code does as opposed to the wiring.