The room is dark without the sky light because Unreal Engine 4 is only rendering direct lighting. If the meshes that your house is built out of do not move, you should make sure their mobility is set to ‘Static’, and then perform a lighting build (click the big “Build” button in the editor, and then wait a while). This will calculate indirect (bounce) lighting, which will make your room look more realistic.
Using a skylight indoors for a night scene (no light coming through windows) won’t produce good results, as you noticed.