Stop Directional Light from Shining Through Meshes

The skylight will affect everything unless you’re using something more complete like Lumen or baked lighting. There’s also DFAO which will darken larger areas occluding the skylight, but it’s a more rough approximation.

So your options are:

Use Lumen
Use baked lighting
Turn off the skylight if in occluded areas (or change it to a different HDRI that better represents the scene)
Use DFAO and deal with some of the effect
Use something else for lighting