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This is a common misconception about evolution. Evolution isn't the survival of the fittest, it's the survival of the "fit enough". Magic isn't necessary for the dissemination of genes, and so it is not an evolutionary trait any more than innate carpentry skill would be.
Well wait a minute their, a species as a whole has a far better chance when it produces skilled individuals with the ability to help the community in some way. Human's have been around for little while now an basically every recorded one in
history has had shaman/priests an magical teachings available, except in some European country for 4-5 hundred years, as a racial habit it would have disappeared thousands of years ago had it not presented a significant advantage.
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Going back to actual shadow people. I only experienced one interaction with them.
Is there any legitimate canon on them or is a disparate collection of sources from cryptozoological websites and the like?
Black people type things happen all the time, could be anything, it's just the way they appear to us sometimes. the distinct lack of visual data can be seen as sinister but it might not be so.
I think the most editions of the monster manual have shadow people if you after something specific.