The sample you attached does not use a virtual grid. It stores data in the GridData object using indexers on the grid. With that sample, I do not see a problem with D&D. Here is the picture of what I see after running the sample, selecting cells on the left grid and dragging them to the right grid.
dndgrid_5020.zip
By default, a grid supports dragging both styles and text formats. In a virtual grid, there are no style formats available for the drag as no style information is stored by the grid. So, in a virtual grid, you can tell the grid to only try to use the Text format by removing the styles flag from the DragDropTargetFlags:
gridControl1.Model.Options.DragDropDropTargetFlags &= ~GridDragDropFlags.Styles;