It doesn't "copy". These are not collages patched together from different original images.

I very much doubt this. One of the clues is the reproduction of artifacts that have nothing to do with the original prompt - for example the Getty images logo.

In this case, I think that the hand and its shadow are both part of a single original artwork. If they weren't, there would be two other explanations I could see: one, that the AI understands lighting and 3d somewhat, and applied the shadow accordingly, or two, that there are many such images that have a hand a shadow in a similar place, and therefore the AI has it as an association of sorts. I find both of these explanations less likely than the original theory, which would be that the hand and the shadow are part of a single original work that was, even if not copied verbatim, then used as unmistakable influence for the result.