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I've circled the blue border. Notice it's change in perspective.
It appears that there are steps that lead to the street level.
Her shadow doesn't appear on cars because she is not that tall, and/or the steps are too deep/steep.
EDIT: Her shadow length also depends on the 'height' of the sun. I edited to include this because I didn't want to assume certain facts were just 'understood.'
The story was also picked up by both Main Stream Media, and Fox News. I suspect, with their resources across the globe, that they would have discovered some silly attempt to fake a workout video at a specific location ... where they could have agents visit for themselves.
