I don't see why everyone is talking about "real shadows": If there weren't, then the game would look like SP (ie. pre shaded models -- *shakes head*). The reason you don't see "proper shadows" is due to the dynamic light placement (as explained in technical discussions prerelease): One light is always directly above each of the idols in question, then there is always a light to produce shading on the left/right and dynamic shadows for arms/costumes/hair/etc. It only looks like its omitted -- If you shine enough lights in various directions, shadows tend to dissapear/distort.
Also, there are spotlights in the beach stage -- Look at the pole attached to the two posts: what are those? I can see the light effects, but they aren't very visible due the the bright environment.