Drop Shadow does not work correctly in Print Merge

Steps to recreate:

1. Create a print merge with values

2. Create an Artistic text and insert the print merge field

3. Add a drop shadow to the text

4. Perofrm Merge to a new document

5. Expect: the artistic text field, replaced with the correct values, including the drop shadow

6. Actual result: values are correctly replaced, but the drop shadow remains as the name of the print merge field

the print merge field.

After print merge:

Sorry, this isn't working. [:D]