Does requiring core/drupal load jQuery in custom script files?
No, core/drupal depends only from core/drupalSettings; using it will not load core/jquery. The definition of those libraries is contained in core.libraries.yml, where  you can see their dependencies.

drupal:
  version: VERSION
  js:
    misc/drupal.js: { weight: -18 }
    misc/drupal.init.js: { weight: -17 }
  dependencies:
    - core/drupalSettings
  drupalSettings:
    suppressDeprecationErrors: true

drupalSettings:
  version: VERSION
  js:
    # Need to specify a negative weight like drupal.js until
    # https://www.drupal.org/node/1945262 is resolved.
    misc/drupalSettingsLoader.js: { weight: -18 }
  drupalSettings:
    # These placeholder values will be set by system_js_settings_alter().
    path:
      baseUrl: null
      scriptPath: null
      pathPrefix: null
      currentPath: null
      currentPathIsAdmin: null
      isFront: null
      currentLanguage: null
    pluralDelimiter: null