Instanced lights don't cast shadows in eevee

Is that to be expected?

To reproduce this, make a collection with a light in and shift+A to add a collection instance, the 2nd lamp has no shadows.

I thought it might be because the two lamps shared the same lamp data, but I can I can duplicate linked the lamp so I have two lamps with the same data and I get shadows fine that way…

It is a known limitation for EEVEE.
Cycles does not act same way. So, for Cycles, that can make sense.