When real-time shadows started appearing in-world my first thought was "there goes the shadow prim" but after about a year now, the prim is still with us and few people seem to use the feature. Yes, even on my fairly high-end Apple desktop machine there is a substantial increase in lag when activating shadows so that might explain quite a bit. It could be a quality issue, too, as lately the shadows have taken on an pixelated "8-bit edge" rather than being clear and sharp (I'm experimenting with changing the anti-alaising feature to alleviate this issue). But the lack of use by many could go back to the use of shadow prims.
You see, dynamic shadows move whereas shadows baked into textures and added shadow prims are static, usually for right about the Noon position of the sun. Look at these pictures:
If Our World is ever released for devices that aren't as capable (like my iPad, as fabulous as it is anyway) then the artificial shadows could still be important, but eventually I'll probably remove shadow prims wherever I can and keep active the viewer's dynamic shadows. Like most people, though, I'd have to have a hardware upgrade.