I think there is some shadow there, but it’s so small you can barely see it. Tried to replicate it in a simple setup with really thick paper and saw some clear shadows (I’ll include screenshots). I had to make it really really thick though, so you could no longer call it paper, lol. I think if you make your paper unrealistic thick to test this in your scene that the shadow will be there. I hope… let me know if it worked 🙂
Extra thick paper:

Thin paper:
