I'm having this same issue with some of my models. When they're "lit" (unlit udne properties is not checked) this isn't so apparent, but when set to unlit, that shading looks pretty funky. A column made up of separate but identical segments ends up looking like it was made of separate segments because of the shading, which doesn't extend naturally down the length of the model, but for each segment.
I'd love to know how to fix this.