Issue
Revit 2021 has changed the way in which Shadows work when in "Realistic View" (other display views don't need the below settings).
Ambient Light plays a big part in causing "issues" where we would have normally seen shadows appear in our projects in 2020, which have now appeared to have "vanished".
Cause
Autodesk has changed the intensity of the Ambient Light and those settings need to be played with until you get your desired result.
Solution
Below is an example of how settings should be tweaked in your projects in 2021. Please note, however, that it may vary from project-to-project, but these default settings will get you closer to your Revit 2020 visual styles.