Ideally, Roblox doesn’t even want you to use Compatibility - it’s only meant to be used as a ‘quick fix’ until you finish converting over to Voxel/ShadowMap. This has been in the works for ages, and they even delayed it to try and work out the bugs, but as others like @zeuxcg have already said, this is as good as it gets under the new rendering pipeline.
If you’re trying to stick with Compatibility or Legacy, you’re doing it wrong. You should ideally be transitioning over to Voxel and ShadowMap right now. The reason Compatibility isn’t perfect is that it’s not meant to be, and it’s impossible for it to be.
edit: relevant post over on the other announcement thread that’s a bit longer