Sorry . . . raw images direct from Mars . . . direct from NASA/JPL site . . . . Or you suggesting that NASA/JPL edits the pics before posting?
All I can tell you is that if I used Photoshop to insert a rock into that picture and did a really crappy job, it would look just like that rock does. It's not only that there's no shadow beside it, but the edges of the 'rock' are much more sharply defined than those of the other rocks; it's typical of what happens when you cut an object out of a larger picture and don't blur the edges a little before you paste it into a new background.
I dunno; maybe I'm wrong; or maybe NASA got hacked.