`cd` does not travel to an "absolute path". It changes the working directory for the specified drive. Your prompt will still show you the old path (at A:), because you've not changed the folder for the current working drive, which yes, is kind of an insane concept.

If you want to actually change the working directory and drive at the same time (which is the "absolute path" idea you have), you do `cd /d D:\whatever\`.