Is there a way to drag and drop multiple video files in the VSE at once?
Not by dragging directly form the OS (at least in Windows).
But you can import several video files simultaneously by selecting them on the file browser window.
Press ShiftA to add a video track.
On the file browser window use Shift to select more than one file manually
A to select all.
B to drag-select.
All the selected files will be imported sequencially on a single time line: