This got a bit interesting for me.
@mchristodoulou6to solve your issue you need to assign the material directly to each mass as shown here:


@ToanDNperhaps you can answer why the material assigned to masses in Object Styles doesn't seem to apply to masses in any view. I've attached a project file with a few masses made using Model-In-Place Component (Architecture > Build > Component > Model-In-Place) & In-Place Mass (Massing & Site > Conceptual Mass > In-Place Mass). A mass created from In-Place Mass will only have the Default Form material applied unless another material is specifically applied as shown above. However I also made a Model-In-Place Component in the Mass Category and left its material as <By Category> and it behaved the same way. But after re-editing the component (without changing the material) it creates a shadow.
Can you have a look at the attached project and tell me why these elements seem to behave differently in regards to their materials?