It seems like the cast shadow simply does not work in any display modes but raytraced. You can simply test this by drawing a box and setting it on Monochrome mode with the sun on. I have tried all the other modes or even importing ones from v8. Below you can see what I mean.
go to your options display modes and turn the lighting scheme from ambient occlusion to scene lighting, any luck? if it is already set to something else it indeed might be a bug. it works on mac though
It’s a current limitation of Direct3D in the Rhino WIP. Direct3D is now set as a default. Until it’s fixed you can switch back to using OpenGL by TestDirect3D command.