So here is what I found.
I am using the shortcode in a widget to show related posts in the sidebars.
The problem is on pages, it would display “No posts found”, because it was a page with no category, I think.
So I am using Custom Sidebars and created a sidebar just for pages, but anytime I added the shortcode to the pages sidebar, it would change the shortcode in the regular sidebar.
I solved the problem by using an html widget for the shortcode on the regular sidebar and a text widget for the pages sidebar.
It is currently working.
Hope that all makes sense.