ArcMap 10.3.1: With some MXD's layout view legends drop shadow ='s "none". That is there is nothing to pick when attempting to add a drop shadow to a legend.

[DaleKerkvliet]

ArcMap 10.3.1:  With some MXD's layout view legends drop shadow ='s "none".  That is there is nothing to pick when attempting to add a drop shadow to a legend.