Hey @Ringolo, Welcome to our community!
Thanks for reporting this and sharing the exports. This shouldn't be happening. As a workaround, I suggest you convert the JPG/PNG export to PDF using the Adobe Express Quick action 'Convert to PDF' so your work is not hampered. Meanwhile, I'll share this with the team to investigate it.
Also, as for the feature to include drop shadow, here's a link where you can let our product team know about this: https://adobe.ly/42D4EuS
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