Hi Rujuro,
I was able to reproduce this issue and have filed a bug report here: Unreal Engine Issues and Bug Tracker (UE-35414)
While testing I noticed at times that the shadow would bake as if the light was casting towards the root component location. The only work around I can think of in this situation is strategically placing the Blueprints in a way so that they intersect the attenuation radius at the root component.
Hope that helps,