How do I fix this shadow issue?

The object in the image is a spline mesh. It is a bunch of smaller meshes, on a spline.
The meshes, though are short, they are all straight, so how come the shadows are ‘curvy’ like that?
It doesn’t seem to matter if I use Lumen of not. The only light is a directional light.
I’ve tried playing around with settings in the Project Settings to do with light and shadow but to no effect.
Any ideas and suggestions welcome! Thanks!