Dragged through what? It's not like the interstellar medium has friction. In addition, our entire solar system condensed out of the same primordial soup, with

Dragged through what? It's not like the interstellar medium has friction. In addition, our entire solar system condensed out of the same primordial soup, with the same sort of motion about the galaxy. Just as our sun is in motion about the galaxy, the planets are in essentially the same motion.