Actually it does. Think about the physics of of light. If you could measure it you could look closely at a contrasting surface where the firelight is being projected in sunlight you could see a slight flickering. That's the shadow which is mostly overcome, to your eye, by the firelight itself and brightness of the son. But it's there.
Try this. Light a candle. Light a old fashioned kerosene lantern and in a dark room look for the shadow of the candle flame on the wall. The relative difference in brightness is far less than with the sun, but the physics is the same.
Since you probably have neither a candle or a kerosene langern take my word for it.

__________________
^
^
^
Take it easy. There are exceptions to everything I say.