Why I can't turn on " cast shadow " on my mesh panel?

As the pic show, I can’t turn on that option, why?

Have you tried using a newer version of the engine?

The sky material is most likely using the unlit shading model. In that case the “cast shadow” checkbox can’t be selected. (If you expand the lighting options by clicking on that little arrow thingy you can still change the settings for static and dynamic shadows etc. individually)