Since Enscape is still a real-time rendering engine, there'll also be certain limitations like in your screenshot transparent objects not casting any/simplified shadows, or even colored shadows like you'd expect from an offline rendering engine like V-Ray for example, which you may even want to use in conjunction with Enscape. More about that can be found here: Enscape V-Ray Compatibility
Still, colored shadows have also been frequently requested in the past, and they are currently in development as shown in our roadmap portal:
In this regard, as mentioned, you could try making use of V-Ray as well or otherwise work with Enscape's limitations. The better hardware gets (especially graphics cards), the more we'll be able to offer "offline-rendering like quality" simply put, so stay tuned for future updates as well.