I get what you're describing, I just don't remember it as being a thing Winamp would do from having previously worked on it to ignore playlists found within drag+drop actions though I see 5.666 acting as described from a quick re-test so I guess my memory of things isn't all that great nowadays. Maybe I need to consider adding in an option to ignore playlist files on drag+drop actions.
De-duplicating what WACUP adds from drag+drop actions along with trying to use the playlist ordering &/or metadata to get the expected track order to deal with Explorer not often providing files in the expected order (due to file creation, selection quirks in Explorer) is something already on my list of things to do. So doing all of that might be the more sensible thing to do with my time vs an option that imho could cause more issues than it helps, will have to have a think & see when I can schedule it into things.
-dro