Hi 安娜!
Cascade Margin is used only to get rid of artifacts (it happens mostly with objects with stretched or simply large polygons, for example in tall objects). If you set a large value, the speed and quality of the shadows will decrease a bit due to the accuracy of the depth buffer (floating-point precision) rather than the resolution of the shadow map itself.
If you increase the distance of the light source, it will not have much effect, because Verge3D in 3ds Max automatically calculates the optimal distance depending on the size of the scene when exporting (this was very convenient before the current cascaded shadow maps were introduced).
You may not notice the effects of adjusting the Cascade Margin because the optimal light distance is automatically calculated to minimize shadow issues. However, sometimes this can compromise shadow quality as a trade-off.
We will probably change this soon to give users more control over shadow optimization in 3ds Max.