I hate it when a modal dialog appears asking me to confirm an action and the only way I can confirm that, yes, this is the record I want to delete, is to view the information underneath the immovable dialog.

I usually have to cancel, double check, then click again.

It's one thing to command attention (even lock down the page underneath). It's another thing to obscure the page that you are being asked about. If your dialog has nothing to do with the data displayed on the page (e.g. a session timeout warning) then it's acceptable, otherwise let your user move the dialog.

I hate it when a modal dialog appears asking me to confirm an action and the only way I can confirm that, yes, this is the record I want to delete, is to view the information underneath the immovable dialog.

I usually have to cancel, double check, then click again.

Or, consider this scenario:

Hey Mr. Team Leader, there's this case I'm working on and I'm not sure what to do about it because of XYZ.
whaa-whaa-whaa
The case number? I'm not sure... it's covered by an immovable modal dialog.
whaa-whaa-whaa-whaaaaa
I can't close it. I'm seven steps in and it's not offering me the option to cancel.

It's one thing to command attention (even lock down the page underneath). It's another thing to obscure the page that you are being asked about. If your dialog has nothing to do with the data displayed on the page (e.g. a session timeout warning) then it's acceptable, otherwise let your user move the dialog.