These are not dockable windows. As you suspected, this is a difference between selected built-in windows and the extensions interface.
A couple shortcuts that might be helpful to you. First, Alt-Q (option-Q on mac) runs the last extension again, and Alt-shift-Q opens the last extension that you had open.
You can also create keyboard shortcuts for individual items, including the AxiDraw extensions, by editing the share/keys/default.xml file in your Inkscape installation. We have helped a few people set this up with special shortcuts for their particular needs, but you can also add key shortcuts for each item if you like.
