This is a Rhino file. Shadows are not cast on the Static Mesh after materials are assigned in the Static Mesh Editor.
This was reported and tested in 4.24.3 (CL-11590370). This was reproduced in 4.25 Preview 7 (CL-12759524) and Main 4.26 (CL-12945139)
Results: Object does not cast shadow for materials that were assigned w/in the SM editor
Expected: Shadow appears as before SM editor material assignment. Material assignment does not affect shadow
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-92286 in the post.