Drain wire basically enables some cable manufacturers to use cheaper aluminum foil wrapping to screen a cable,instead of using a woven tinned copper braid, a braid is more costly, so they simply wrap the inner cores with an aluminium foil wrapping and run a bare earthing wire (this being in contact with foil) to drain away any electrical voltages induced into that aluminium foil screen., they just call it drain wire, it really is another name for an earth wire.
including some mains cables are required to be screened depending on equipment requirement such as some used in some Hospital equipment, to prevent radiating or picking up interference, or acting as antenna. Also to prevent electrical safety hazardous situations where in Hospitals cables can get tangled and stretched and get exposed, so a braided wire or a foil screened wire can arrest a fault early.
yes i agree these are not everyday wires, they are for special purpose equipment, I used to build 24V 5A power supplies for a customer, his requirement for mains cable was strict and I had to buy a braided 1.5mm 3 core plus the braid (there is no drain wire when they use a braid, overall diameter was almost 10mm, as you would use the braid itself as a drain wire which ultimately connects to an earth wire.