You might hear that they can't. Actually, draft horses are perfectly capable of jumping and some draft crosses can be really good at it. Pure draft horses tend not to be very good at jumping, but many will give it a try anyway. They tend to jump a bit awkwardly (draft horses, cobs and some ponies will kind of go up, across, down rather than forming a proper arc) but they certainly can.
Of course, you don't want them hitting your jumps - they're rather more likely to break the equipment than a light horse.