It can appear that way if the light source is large, or there are multiple light sources. Then what you mostly see is a faint penumbra rather than a dark shadow (the umbra).
True, this is looking like a studio light setup to me, and it's rather pleasing (albeit not making much sense.)
I assumed it was to simulate perspective.
Sure it can be.
Just needs an area light source or more than one spot source.
Try looking at the pavement under a car on a cloudy day.