Open any project
Place a basic shape (e.g. cone) in the scene. Set the cone's Self Shadow Only setting to "true" in the details panel
With VSM enabled, the cast shadow on the environment is still present. With the older ShadowMaps method enabled, the cast shadow is removed as expected.
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-157435 in the post.