I'd hate them to stop altogether like the Oblivion gates did in Oblivion but I get what you mean.
Can't you just run away so the Dragon buggers off?
I'm kind of like this. I like them being around, and the occasional hard core battle, but they can be pretty annoying sometimes
For this exact reason I made (using the restoration glitch) an absolutely devastating blade, that I can use to one shot anything. It means that if, for whatever reason, I'm in the middle of something I can smash my way out of anything.
For instance, I had turned my autosave off (to try and limit frame rate issues) and when I was in the middle of a task for the mages guild (or right at the end) an ancient dragon literally landed on me in the courtyard of the college. It was late at night, I was about 30 seconds from saving the game and turning it off, so BOOM, it just nailed it.
I don't do it very often at all, but it's nice to have the option