LUMEN, why inside a closed room I can even see lighting instead that darkness?

I had the same issue: had lighting inside closed building. Do not know whether I doing right or not, but I checked “Volumetric fog” in ExponentialHeightFog. And light disappeared inside the room.

uh ok I see few others comment here.
The solution can be given by Lumen in UE5.4 (or 5.3 as well).
I didnt face this issue anymore