I have seen this, but I couldn’t figure out what is going on here. It’s not something obvious to me.
The lighting seems different in the two examples. I don’t know where the light is coming from; a cube with a window cut out, lit by an HDRI doesn’t give the result as in the second image.
If you could provide your .blend file (with all textures packed!), I might have a better chance to figure out what is going on.
Simply changing the room to a Shadow Catcher shouldn’t change the shadows.
