why shouldnt the pipe in the darkness have shading? it is not being hit by the main lightsource (which in the broad daylight would be the sun) but it would certainly be affected by the radiosity of the sky, which would only make the shading on it more diffuse and far darker.
I must say the image is quite striking..somehow the thought of a 3d mario1 sprite made me hungry for a mario shaped cookie C_c those boots look chocolaty :p. I feel like stomping in the town and eating everything up.
I'm more concerned about the volume and clarity of the real mario. You may refuse to give perspective to the background, but you MUST bring the same kind of volume the statue has to the real mario, give it perspective and make the lighting on it follow the lightsource established on the statue. The light is clearly hitting the top of the statue MUCH more than the side, as the jump in contrast from the top to the side is QUITE a bit, the highlights on mario should hit him in the same direction and with the same contrast....but all we really see is the highlights loosely scattered toward the left of the figure.
I also noticed that mario is wearing a red shirt of the SAME red as the statue, why is the red tone you used for the side of the statue so sparse for mario? it should hit him a lot more, and you probably should add another red for the top, to replicate the lighting of the statue.