I didn’t see your Barcelona Rooftops HDRI, but if there is no ponctual light source in the HDRI (like a sun, or some very high energy light), there is no reason where you should have a shadow.
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I just downloaded it and tested it in your .blend.
Indeed, as you can see here :
The light power is decreasing veeeery slowly and smoothy, that’s why no shadow should appear, quite like in real life