I thought it might go away or maybe I bought a crappy lamp. It didn't go away. So recently, I decided to replace the lamp again and see if that was the problem. I replaced the lamp and the shadow remains unchanged. I made sure I seated the lamp all the way and I'm pretty sure it's installed properly.
I wonder if I screwed something up the first time I changed the lamp. I wonder if something is wrong the the light engine of light tunnel. I had a repairman come and look at it and he thinks it's the circuit board. I can't believe I got two bad lamps in a row. I've replaced a bunch of those and never had a problem. I've attached a photo. What do you think?