There are no known occurrences of DNA acting enzymatically...
One of the cool things about biology is that it's unpredictable. Deoxyribozymes have, in fact, been discovered. See, e.g., "In vitro selection, characterization, and application of deoxyribozymes that cleave RNA."
You are indeed correct in pointing out that there are no known naturally occurring DNA enzymes. Although I do not find the RNA world scenario very compelling, I wonder if there is any literature on the possibility of DNA enzymes playing a role in the RNA world hypothesis.