Thanks for your feedback!
We don’t have plan to add this because this is function of WP Bakery Page Builder.
Also CSS have many features, if add all to options it will make theme very complex.
Thanks for your idea.
This page doesn’t have in our theme, so you should check it yourself.
If all customer create new pages and have issues and want we check it (it will take our effort too much). So it would be custom project.
This issue come from padding (or margin) of columns (elements), please check it.
Our recent news shortcode already have border: https://prnt.sc/rsxpbh. You can check it’s shadow similar border.
Hope this help!