They actually do, at least i think so. Sometimes it looks weird when shadows from the sun and the clouds are kinda mixing together and often they're simply annoying, when you move the sun and the shadows pops in and out constantly and worst of all that you can't trust IR - sometimes you get cloud shadows, but if you restart IR they disappear, or IR and regular rendering gives different result. I'm sure most of these issues will be ironed out, but having an option to opt out of cloud shadows, can't hurt i think.