When I create a CMYK document and place an object with a drop shadow (blending mode normal) the shadow looks different against the white document canvas versus a white rectangle placed behind the object.
This only happens in CMYK mode, the appearance in RGB mode is correct.
I expect the white document canvas to behave exactly like a white filled rectangle spanning the dimensions of the document, but this is not the case.
Other effects, like outer glow an other blend modes that "normal" show even weirder behaviour... looking very different or not being visible at all.
The bug exists in Photo (Mac, iPad), Designer (Mac, iPad) and Publisher (Mac). Most likely on Windows, too, but I could not test that.
Please look at the provided image.