First, auto smoothing on the models apparently does nothing. I set it to a threshold of 30 degrees (the default) but it still renders like a faceted model.
Secondly, the directional light looks all wonky unless I raise its number of samples from 1, and when I do, the shadow disappears.
Pics for reference.
1 sample light (note the shadow from the sphere):

2 sample light (it's grainy but Blender just does that):

6 sample light (less grainy, better light but no shadow, notice it still looks faceted):
