Dragging and dropping a file onto a Terminal window doesn’t escape the path under zsh 5.2
This behavior seems to be caused by zsh’s bracketed paste feature, which is on by default as of version 5.1. I found that if I added

unset zle_bracketed_paste


to my zshrc then dropping files onto Terminal works correctly with zsh 5.2.

(This blog post mentions bracketed-paste-magic, which seems like it could be used to support dropping files without turning off the entire bracketed paste feature. I think you would need to write code to make that happen, though; simply turning on bracketed-paste-magic didn’t fix my problem.)