If you try this you will recieve the error: "Could not add the specified object to the map"
http://support.esri.com/em/knowledgebase/techarticles/detail/27291
This happens for relationship classes as well as GDBs up to and including 10.3 (potentially other objects as well).
Especially for simple File Geodatabases, I would like to simply drag and drop the GDB in its entirelty from the Catalog window instead of using the contents panel to select multiple items and dragging them into the TOC.
The function would then be sure to check if the item can be added and skip it if necessary.