I noticed this issue when I decided I didn't want to convert my ManualObject to a Mesh as the geometry was unique and would never be cloned.
Anyway, as i found out, shadows would not show up. The batch count etc went up as if it was trying to render them but there was no visible results.
After digging about i managed to fix it by calling Ogre::VertexData::prepareForShadowVolume for each manual object section.
As it turns out the Mesh class does this for you internally so you don't need to worry about it, but the ManualObject class doesn't.
It would be good if someone could incorporate the fix properly into the ManualObject class.