zawadil, you can remove this artefact by ensuring the shadow is not rendered as SVG - untick Shapes as SVG.
This is not a solution, just an observation.

I agree that this is a Xara Bug as the image is still being rendered as a JPG.
Xara 'improved' shadows @ Version 21.7 (17 Feb 2022):
Wall Shadows as SVG
Wall Shadows created with the Shadow Tool will now export as SVG instead of as images. Wall shadow is by far the most commonly used type of shadow. Floor shadows and Glow shadows will continue to export as images, due to a lack of direct support for these shadow types in SVG.
Clearly, not properly tested as we are ending up with a box-shadow effect rather than a drop-shadow. That's why remove SVG resets things.

In my demo file: CSS SVG FAILS Wall Shadows.xar
Top Left - Xara Wall Shadow - toggle Shapes as SVG to see the Preview toggle between box and drop shadows.
Top Right - Cloning image into Shape with a Feather and Soft-grouping.
Bottom Left - CSS with a box-shadow parameter. Uses name htmlclass="blur".
Bottom Right - CSS filer with a drop-shadow function. Uses name htmlclass="drop".

My preference is Bottom Right as I can apply the ClassName to lots of objects and tweak the shadow appearance in one place.

@zawail, yes please raise with Xara directly. Include this Thread's link.

Acorn