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Bell's theorem shows that our intuitive understanding of causation must be overturned in light of quantum correlations. Nevertheless, quantum mechanics does not permit signalling and hence a notion of cause remains. Understanding this notion is not only important at a fundamental level, but also for technological applications such as key distribution and randomness expansion. It has recently been shown that a useful way to determine which classical causal structures give rise to a given set of correlations is to use entropy vectors. We consider the question of whether such vectors can lead to useful certificates of non-classicality. We find that for a family of causal structures that include the usual bipartite Bell structure they do not, in spite of the existence of non-classical correlations. Furthermore, we find that for many causal structures non-Shannon entropic inequalities give additional constraints on the sets of possible entropy vectors in the classical case. They hence lead to tighter approximations of the set of realisable entropy vectors, which enables a sharper distinction of different causal structures. Whether these improved characterisations are also valid for the quantum case remains an open problem whose resolution would have implications for the discrimination of classical and quantum causes.