The counterintuitive nature of quantum physics leads to a number of paradoxes. One of them is a "quantum vampire" effect [Fedorov et al., Optica2, 112 (2015)OPTIC82334-253610.1364/OPTICA.2.000112], which means that the photon annihilation in a part of a large beam does not change the shape of the beam profile (i.e., does not cast a shadow), but it may change the total beam intensity. Previously, this effect was demonstrated just in a simplified double-mode regime [Fedorov et al., Optica2, 112 (2015), OPTIC82334-253610.1364/OPTICA.2.000112 Katamadze et al., Optica5, 723 (2018)OPTIC82334-253610.1364/OPTICA.5.000723]. In this Letter, a direct test of shadow absence after the photon annihilation was performed using the thermal state of light at the input.