That's because they probably implemented the feature for BFME to allow large creatures to have volumetric shadows.Also notice that BFME 2 has volumetric shadows for all units.
I think theres something fucking wrong with teh infantry of EA in ZH i "jacked :drunk: " some infantry in BFME and put it in ZH and tested if teh shadow volume works and........OMFG they work in ZH :tard: