This is true, what's missing there is indirect shadowing (or, ideally, GI), not direct shadows. It will probably look better with HBAO+.But the buildings already block the direct light so there is no direct light left that the characters can block. It looks bad because of the lack of contact shadows/AO on the characters, not because they don't cast directional shadow.
Yeah, TXAA at native resolution is completely incomparable to whatever seems to be going on in these shots (which is a combination of sub-native rendering and probably a single-sample AA solution which blurs heavily and doesn't catch all edges).Err, no? Eliminating sub-pixel shimmering improves image quality even if some people perceive it as blurry.