I found out why! It suddendly occured to me that I am using mostly Syndee’s SS Styles: Shadow Me for shadows because there are so many more wonderful options and in two different shades (even though I do know I can change the shade myself).
So I dropped an old layout into PSE and changed the shadow angle (using Shadow Me) on an embellishment, as I did I could see ALL the angles change to the exact same one.
Then I went back and tried with PSE’s Drop Shadows and I was able to change the shadow angles independently. Syndee must have them set up to be the same angle on a layout since that’s what we’d normally want.
I’m not sure if Lou Ann is using this same style of Syndee’s, but that’s why mine behaved that way
Whew, puzzle is solved, thanks Anne Marie!