Hmm... the problem I see is that the shadow is that of the Earth, not shikamaru. Further, it can be argued that the moon's light creates individual shadow/not-shadow spaces.
Does the source of light impact the strength of the shadow technique? Obviously, the sun is a massive nuclear fireball (or ... something like that) - so stepping into the absence of it is notable. However, if we're in a closed room and Shikamaru steps between you and a lightbulb, then it's a shadow created by a very different thing.
Perhaps better phrased, Shikamaru's jutsu allows him to control things which step on his shadow - light-sources he is blocking. He can use chakra to extend this reach. If the moon is not present in the sky and it is night time, then Shikamaru is effectively standing in the Earth's shadow. At this point, he, and almost everyone else, has no shadow (unless you count star light, but I am not going to).