add mat-elevation-z0 class. Works like a charm, I needed to use that recently.
<mat-accordion>
<mat-expansion-panel class="mat-elevation-z0" (opened)="panelOpenState = true"
(closed)="panelOpenState = false">
<mat-expansion-panel-header>
<mat-panel-title>
<span class="right">Filter</span>
</mat-panel-title>
</mat-expansion-panel-header>
<p><app-data></app-data></p>
</mat-expansion-panel>
</mat-accordion>