@Mike Eng - In short, not all objects have shadows, e.g., shapes do not. You could make the frames bigger.
You may also want to add your comments/votes to a number of Wish List Ideas that propose adding shadows to more objects:
https://community.miro.com/search?q=shadows&content_type%5B0%5D=ideation
You can also add your own Idea in the Wish List category by following the guidelines here: Wish List: Everything You Need to Know. If you do create a Wish List Idea post, I would also recommend that you post a link to it back here, so that future readers of this post can quickly get to and vote for your Idea.
Ah, actually, the issue is that the boxes that didn’t show the frames’ drop shadows were 100% opacity, while the boxes that revealed the frames’ drop shadows were at partial (50%) opacity. Setting all of the boxes to 50% opacity resolved my issue.