Shadows pass through meshes after baking

To keep it simple, I have a scene with plane, a ball and a wall.

Prior to baking the lighting, there are no issues. Once I run the bake, the shadow cast by the ball hits the wall on one side, permeates through to the other side, and even appears on the floor.

The shadow should not permeate through any mesh whatsoever.

I've noticed when I adjust the shadow strength, it affects how far and clearly the shadows permeate the meshes. I can get it to not pass through beyond the first hit by setting the strength to a very small value, except this looks very unnatural, as a the intensity of light warrants an almost opaque shadow...

I've tried every shader from legacy diffuse to the new standard shader (for the wall mesh), but it was no help.

Why is it doing this? Is there an option I should check/uncheck to prevent this proliferation of unwanted shadows?

Thanks.