It's very common, yes. It would be significantly concerning if you saw a big chance.
Out of the photos you've tried it on, do any of them have very vivid colours? Bright pink clothing or anything like that?
I'm not for a moment suggesting it's not edited.
I'm just saying, you couldn't edit any old photo to look like this - it has to have the right lighting.
So generally for shadowing I add a Hue/Saturation layer and move the Lightness slider to about -60. Then invert the mask. Then paint on gently to add the shadow where needed.
It absolutely doesn't matter. They can be good, or crappy. Heck, they don't even need to be from your pro camera. They could be from your phone if you wanted! All that matters is that they're printed at a pro lab.