World-Space widgets don't cast whadows when using VSM

When using Virtual Shadow Maps (VSM), widgets placed in world space do not cast any shadows.
The same widgets correctly cast shadows when the Shadow Method is set to Shadow Maps instead of VSM.

1. Create a new Material and set its Material Domain to User Interface.
2. Create a new Blueprint Actor, add a Widget Component, and assign the created material to it.
3. Place the Blueprint Actor into the level.

Actual Result:
The widget does not cast any shadow.

Expected Result:
The widget should cast a shadow in the scene.