Shadows don't cast on smoke which can break some close quarter battles. It can give you an easy way of spotting people moving around by the bright smoke under shaded areas.
An idea solution to the problem:
If shadows where perfectly cast on smoke effects and is causing performance issues. I recommend this less performance hitting idea. Rather then having the shadows cast like on other objects. Let the smoke lower its brightness when its under shaded cover from the sun. This will help a lot of the immersion in close quarter battles.