Hello Ankit,
Yes, there are many objects in salesforce which do not support any DML operation over there.
However, some standard objects don’t support DML operations although you can still obtain them in queries. They include the following:
1.AccountTerritoryAssignmentRule
2.AccountTerritoryAssignmentRuleItem
3.ApexComponent
4.ApexPage
5.BusinessHours
6.BusinessProcess
7.CategoryNode
8.CurrencyType
9.DatedConversionRate
10.NetworkMember (allows update only)
11.ProcessInstance
12.Profile
13.RecordType
14.SelfServiceUser
15.StaticResource
16.Territory2
17.UserAccountTeamMember
18.UserTerritory
19.WebLink
Hope it helps 🙂