Not directly, but I believe that various filters from various graphic software packages may act a bit wonky when outputting. That said, things like shadows may also appear different, quite naturally, depending on context. So, it could be a mixture of your export settings (usually would be transparent PNG) and the various backgrounds that layer finds itself sitting over. Thus far, for me, whenever I’ve had things like drop shadows in a layer, and have exported them directly from, say, Photoshop, to independent transparent PNG files, I haven’t run into the exact issue you’re describing. But, I seem to recall maybe running into it within Photoshop itself in the past. I just can’t recall the specifics of what I was doing to get that. I kind of suspect it’s something in the settings for the PNG exports that’s causing it in your case. Of course, it could be various causes…