On the flat, following a rider gives you a great advantage because of what you said: the draft. But also when climbing there is an advantage. There is a little bit of draft, even at low speeds. "Low speed" of Vingegaard climbing yesterday was 18.5 km/h, not that slow actually.
There's also the mental aspect: being close to the rider before you gives you extra "strength" to follow.
The advantage when climbing is much less than on the flat: on the flat, it's next to impossible to get rid of a rider that's following you, when climbing it is a lot easier. You see that in races, on the flat groups stay together, on a steep mountain, groups break down, eventually to individual riders.
The way Roglič, van Aert and other team mates helped Vingegaard was mainly that they accelerated in turn, forcing Pogačar to follow, thus tiring him to the point he collapsed.
Roglič was supposed to be the leader of the team. It's remarkable that a designated leader assists the number two. Vingegaard was in a lot better shape than Roglič. You could see that when they tried to get away from Pogačar: Vingegaard took 10m distance in the blink of an eye, Roglič did not really get away from the group. I think Roglič is very brave assisting Vingegaard when the latter turns out to be in better shape.