The don't affect performance at all, because they are pre-rendered shadows, and you only see one version of the scenery, same as before, except they now switch at specific times of the days. Of course, the calculation that do the switching, can't affect FSX in any way, since they are done in the background by the Couatl.exe process, that being an .exe process, runs in a separate thread and can't slow down FSX while calculating.
You performances loss is surely caused by other addons in the area, and/or too high settings. Some addons might be very critical, for example the ENB Series is able to *halve* the fps here, but there might be other similar cases.
On a correctly configured system, with a good graphic card, you should expect the same level of fps as KLAX, possibly more, because there aren't as many AI here.