That's weird. I checked beforehand because I didn't want to tell you anything wrong and now that you posted it I tried recreating it (and could not). I used the same light settings as you did and moved the source around with no success.
What render engine are you using? It might be an Eevee thing, as Eevee doesn't use raytracing as far as I know. Still, even with Eevee I could not recreate it. Also, there's this bit of rimlight on the top left which makes me a bit suspicious, I feel like there is no source for that.
All in all, even when trying to visualize it I just can't see it happening without something that acts as a reflector on the other side of the shape. The reason is the following:
If you imagine looking at the cone from where the lightsource is, you basically have 2 scenarios. Either the peak of the cone occludes part of the bottom circle or it does not. If it does, everthing behind the the peak is invisible to us and thus also invisible to the light. If doesn't, the whole surface is visible. You still have some shadows in this case, as the the surface has different angles everywhere, but since these are form shadows the would follow the form.
