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Attachment Bayonetta's shadow is not of herself, but of the demon Madama Butterfly, who she made a pact with and is the source of her attacks. This is most likely a reference to Devil May Cry, where Dante's costume while playing on The Legendary Dark Knight mode, which is of the demon Sparda's human form, casts the shadow of Sparda's demon form when not in Devil Trigger mode.
person MehDeletingLater calendar_month February 27, 2022
Bayonetta - Madama Butterfly shadow:
https://www.youtube.com/watch?v=bUw8Ga8efMs#t=2352

Devil May Cry - The Legendary Dark Knight mode:
https://www.youtube.com/watch?v=mtvzNIOFX-4#t=60
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Hideki Kamiya has stated that he would like to develop a Bayonetta spin-off game starring Jeanne for the Nintendo 3DS.

"Given the chance, I’d like to make a game based on Jeanne from Bayonetta. Something that’s not as big in scale. Something that’s portable, that you could play in quick sessions, where she’s a history teacher and the kind of fun things that could come out of a scenario like that.”