I think the key takeaway is you can have shadows with very simple shading, or very fancy shading with no shadows.

Shadows are occluded light sources. Shading is pretty much everything else.

Whether shadowing happens as part of the shading pass or in its own optimized pass with extra effects, now that's kind of out of scope and is more of an implementation detail.

In ray tracers (like my example above) I'm fine with waiting a couple seconds for it to cook so I just loop through ALL light sources and calculate shadow contributions.

In video games, I have a frame budget of a new milliseconds so generally for shadows I need to take care and not go overboard. Here it really matters how you calculate your shadows unless you're fine with a slideshow.