The Issue
Switching the "Ground shadows" On and Off can lead to different lighting conditions on the ground surface and produce results like always active shadows.
The render results depend on the Clouds parameters setup for Height, Density, Offset e.t.c and the Camera/Sun's position. Therefore, tweaking the parameters and positions can significantly affect the scene lighting environment.
How it works
The "Ground Shadow" option doesn't act like a cast shadow On/Off switch.
When "Ground Shadows" is Off, the sun is shadowed or not everywhere depending on whether the Camera is in shadow.
An example image of Clouds with "Ground Shadow" switched On:
An example image of Clouds with "Ground Shadow" switched Off:
See also: V-Ray Sun at Chaos Documentation Portal.