It seems to vary from dragon to dragon. I've fought plenty that land briefly from time to time. And the ones that don't, just find somewhere to hide until they come down. Then shoot your arrows/spells until they fly off again and then go back into hiding.
It does get repetitive and boring, though.
What irritates me about dragons is that they don't have a script when they appear that interrupts an NPCs schedule to make them run and hide.
Seriously. Would you fight a dragon? Or go and hide in the cellar?
What if the only weapon you have is an old dagger, the only protection a layer of wool, and the entire town guard (plus the Dragonborn) are busy running for the hills?