Nice catch. I actually wasn’t aware of that. It seems that by default when these are imported this is not turned on vs the meshes that are created in editor that have this turned on.
I’ve emailed a couple of the engineers that work with the destruction code to see why there needs to be option in the material vs the details panel like other meshes. The bug here would be that these aren’t on by default, but I’m glad it can be turned on and you’ve taught me something int he process! 
I’ll get back to you when I hear back from them, as I’m curious to the “why” for the reason cast shadows is here instead.
Thanks for updating!