Because on certain systems character shadows and M&B's AA system are incompatible with each other, you idiot.
I posted the probable solution which has worked for other people, not a guess, but even so it is as ViciousRaptor stated, this is a standard troubleshooting step; AA and post-processing or shadows are notorious for being incompatible with some setups in many games, especially those using deferred rendering (M&B doesn't use this method as far as I'm aware, but the incompatibility still exists). Don't post if you've got no idea what you're talking about.
AA can usually safely be enabled through the GPU's control panel, which bypasses M&B's method and uses the nVidia or ATI method.