SQL shell expects bundled dependencies to be shadowed

When following directions for setting up the SQL shell [1], an error occurs:

./gradlew -p sdks/java/extensions/sql/shell -Pbeam.sql.shell.bundled=':runners:flink:1.5,:sdks:java:io:kafka' installDist

...

Project :sdks:java:extensions:sql:shell declares a dependency from configuration 'compile' to configuration 'shadow' which is not declared in the descriptor for project :runners:flink:1.5.

And same for Kafka.

[1] https://beam.apache.org/documentation/dsls/sql/shell/