When you change shadow quality in your graphics options as soon as you relog afterwards you’ll notice the quality of the shadows drops dramatically.
This is specifically noticable when you select the High and Ultra shadow options and you’ll only notice it if you change the setting to something different than what you’re using.
For example select Good shadows, hit apply, then select High and hit apply, now relog and you should see how the smooth edges are now blurry.
As far as I know this is an issue in BfA as well but it seems much worse on Classic, I believe it could be an issue with the config file not properly saving your shadow settings after logging out.