I think it must me because of particle nature. As the particle of lights get stopped by the object, the corresponding area formed due to the incident angle, is dark due the missing light particles. read more
To understand shadows, you will first need to understand transparent, and opaque objects. Transparent objects like a glass sheet or water are those which allow light rays to pass through it. Opaque objects are solid objects like a brick or a wall which do not let any light to pass through them. Such kinds of objects cast shadows. read more