After adding DirectionalLight, ExponentialHeightFog, SkyAtmosphere, SkyLight and PostProcessVolume, the world looks really nice (…after changing some values 
), BUT now you have a problem, the light coming from the sun passes though objects, and instead of being pitch black you get this:
Even tho you are in a sealed room:
One way to fix this problem is to not have SkyLight, as without it inside the room is pitch black, but this also has an ugly side, instead of having the more realistic effect as in the image above with the outside box, you get this:
So now the question is, how can you still keep SkyLight and have that more natural light effect when “outside”, but completely block the sun when inside a closed room?