Making the green-screen lit, with shadows and everything, makes it overly difficult to take a screenshot and easilly photoshop it out. And that's kind of a problem when the map is built specifically for that purpose.
Note I said, lit as in a pro shoot.
A professional lighting setup consists of three kinds of lights: Key, Back, and Fill. The Keylight is the primary lighting source, shining in on the subject from the front. Fill lights brighten everything else (that needs brightening, but not by too much). Backlights, in TF2's case, is moot, as the Phong lighting system already provides a mock-backlight effect on the caracter models.
The keylights in the map are structured so that they're shining downward, like in a pro green screen shoot. No shadows cast on the vertical backdrop, provided that the subject is a reasonable distance away from the screen. The only way you could possibly get shadows on the wall is if you press right up against it.