Why AjaxControlToolkit contains controls like DropShadow that are not related to Ajax really? Such controls just make use of JavaScript and does not send or receive any data to/from server?
First, you are correct: they contain javascript, not "real" AJAX.
But "AJAX" is now often used to mean "anything that uses javascript/dhtml to make a page more responsive and avoid postbacks", not just "Asynchronous Javascript And Xml" (the original definition).