There is a setting in the asset configuration that allows controlling whether it should cast shadows or not (independently for each Level of Details, a.k.a LOD). The asset author can also control the number of LOD levels and the drawing distance for each of them. Taking everything into account, it means that different assets can behave differently, especially on lower graphics settings.
Also, the building to the right casts some shadows (window frames, chimney) - it looks like some kind of misconfiguration in the asset itself.