“Direction” might be the operative word here.
By putting the drop shadow to the right you are more promoting a laid back atmosphere rather than a moving-forward fast one, where the shadow would be to the left.
I’ve never been a fan of this type of shadow usage, the offset stack. If you are intending to illustrate that the letters are 3D rather than a drop shadow, then using the Extrude function may be an option. However, that algorithm is soooo bad that I’d do it in black with no light source, then expand and hand color the sides. The auto-color option is not good for logo development for a variety of technical gaffes that, as a sign guy, I hate seeing in a file. Plus, the color breaks stitch and those stitches do enlarge when scaled. Adobe should do that one over.