I am not sure what the problem could be – it is definitely working for me.
Other than the obvious that shadows are off in the 3D window settings or the sun is 0% in the 3D projection settings > more sun.
But I am sure that is not the case here.
Just out of curiosity I thought I would try it again.
This time no shadow – see attached image.
Slabs and object next to each other.
It worked before but not now it seems.
Versions 6.5 to 22
Dell XPS- i7-6700 @ 3.4Ghz, 16GB ram, GeForce GTX 960 (2GB), Windows 10
Dell Precision M6800 - i7 4700MQ @ 2.40GHz, 16GB RAM, AMD FirePro M6100 (2GB), Windows 7 64bit