Even if you do go about using the mouse to drag dialogues around, dialogues snap to an invisible grid you cannot see, so it' more limited than you might think. Menus (Like flyout / context menus) cannot be moved at all. The hotbar cannot be moved either, nor the HP/PP/TP HUD element.
Yes, the UI windows cannot be individually moved, unfortunately. There are some sizing options available when you first start the game, these might help.