The material should have checkboxes if it is allowed to accept shadows or not.
my gues sis that this setting is not properly enabled.
You can try it by replacing the mateiral on the grass with a custom material instance in which you only use white.
If you take a screenshot and the white on the lit side is as bright as the white on the right side, then the shadow is not being allowed.
this should Not be the default behavior, so you will have to specifically find the box to uncheck to visualize it.
however if you arent happy with how dark the test material turns, you need to tone down your skylight settings.