I see what you mean. Yes, this is one of Carrara's quirks. There is no ability to selectively turn off shadow catching on a per-object basis. It would need to be an adjustment on the density/strength of the shadow which is controlled by the light – and that is a balancing act with the other objects in the scene. 

In this case, a work-around in the composition would be warranted such as adding a sea floor (since shadow would be obscured by the absorption) or a container to hold the cube. Alternatively, a two render process could be done, hiding the boat and shark in one instance, and then combine/composite the renders in Photoshop. 

There are some other 3D packages I use that let you 'tag' behaviors to individually turn them off. But, the price of those software packages is slightly higher then Carrara. ;-)