There are a couple of ways to handle this. One is to increase the fidelity of your light effects Raytraced soft shadows to Best. The other way is to switch from Raytraced shadow mode to Shadow Buffer mode and jockey the settings around slightly. 

Not ideal but these methods will work.

From what I can tell, it looks like the Raytraced DOF forces soft shadows to to become truncated - that is, it eliminates the number of instantiated multiple lights that are responsible for actually making soft shadows. I'm filing a bug for it. Good catch!

Mark