Don't know why such thing happens. But you could use the following code to reach the first element:
<tr>
<td>mouseDownAt</td>
<td>css=.right_dg > li:nth-child(2)</td>
<td></td>
</tr>
<tr>
<td>mouseMoveAt</td>
<td>css=.left_dg > li:nth-child(1) > ul</td>
<td></td>
</tr>
<tr>
<td>mouseUpAt</td>
<td>css=.left_dg > li:nth-child(1) > ul</td>
<td></td>
</tr>
For second, third, etc. elements you can keep using dragAndDropToObject. That should work fine.