Attached code does:

        scene.addEventHandler(DragEvent.DRAG_ENTERED, new EventHandler<DragEvent>() {
            @Override
            public void handle(DragEvent dragEvent) {
                Dragboard db = dragEvent.getDragboard();
                final List<File> files = db.getFiles();
                if (!files.isEmpty()) {
                    try {
                        final File file = files.get(0);
                        System.out.println("File: " + file.getAbsolutePath());
                        System.out.println("File exists: " + file.exists());
                    } catch (RuntimeException e) {}
                } else {
                    System.out.println("Empty list of files !");
                }
                dragEvent.consume();
            }
        });

I start the program from a terminal, then I select in Finder a file and hover my FX scene to enter the event handler.
When running it with Java 7 U10 (or Java 7 U12) I enter the if case, Dragboard.getFiles().get(0) returns the file name I used for hovering.
When running it with Java 8 b65 I go to the else branch "Empty list of files !".
Did I miss something ?

I didn't give it a try on Windows nor Linux.