It's jsut an accepted rule that you should always only see one set of shadows because that is all you see with the sun. Anything else is like science fiction I guess. It's not natural to see two sets of shadows from two light sources in nature. Which means, I would think, that when we see two sets of shadows, it's not appealing to us as humans living in a one sun world. I think that is how the logic goes.
Not sure how we humans manage to make it through movies, theater, our home interiors or any encounter we have outside at night. I could see your point if the background were of a nature scene and artificial light were used to create un-natural shadows on her face, but even before cameras were invented we humans got used to seeing dual shadows created on faces and objects whenever we worked by multiple candle, oil or firelight. What book did you read that told you about the evils of multiple shadows, obviously the writer never photographed a person lit by a moonlight window and candlelight. I'm lloking at two shadows created by my overhead lights as I type. This reminds me of the time I had a client come into my studio (music) and tell me that we were a perfect match, he was a lyricist and I a composer. "After all," he said, "you can't have music without lyrics."
I proceeded to tell him thanks but no thanks, I felt my creativity being crushed already. DW is right about one thing though. There are plenty of movie posters with shots from different days with shadows in all the wrong places and directions. Average viewer would never know though.
my .02 cents...