Yes what @DeadlyJoe says is true. Medium supports one shadow map at a time. There can be up to eight sources, but only one with a shadow map. It sounds like you've found a legitimate bug, though, if the first light's button is still set to enabled.
FWIW, the problem with multiple shadow maps is one of performance: for the GPU, one shadow map is nearly as expensive to render as a single lit pass. While we could enable multiple shadow mapped lights, it would quickly become prohibitive for any GPU to render multiple shadow maps at VR framerates.