We study a significant nuclear suppression of the relative production rates (p(d)+A)/(p+d(p)) for the Drell-Yan process at large Feynman xF. Since this is the region of minimal values for the light-front momentum fraction variable x2 in the target nucleus, it is tempting to interpret this as a manifestation of coherence or of a Color Glass Condensate. We demonstrate, however, that this suppression mechanism is governed by the energy conservation restrictions in multiple parton rescatterings in nuclear matter. To eliminate nuclear shadowing effects coming from the coherence, we calculate nuclear suppression in the light-cone dipole approach at large dilepton masses and at energy accessible at FNAL. Our calculations are in a good agreement with data from the E772 experiment. Using the same mechanism we predict also nuclear suppression at forward rapidities in the RHIC energy range.