You can create darkness in a closed room. Place a post process volume around the room, or within it so the bounds of the PPV are right at the edges. Then set the Exposure to either Histogram or Basic, and modify the Min/Max and Exposure Compensation to generate darkness in the room. You’ll need to change the Blend Radius, possibly Blend Weight, and perhaps the Speed settings too. Uncheck the Unbound property so it’s not covering the entire level, only the room or the area within the PPV.
Blend Radius controls how far the post process settings are blended with the areas surrounding the placed post process volume. So, if it’s set to 100, then there’s a blend of 100 Unreal Units (or 100 cm at default) between the lighting surrounding the post process volume, and the lighting inside the post process volume. Not sure if the blend overlaps the edges of the PPV bounds, but you’d probably be capable of discerning it by trying it and modifying to see it change in the editor viewport.
Blend Weight controls the intensity of the blend within the PPV, and can have an effect on the transition area between the volume bounds (light purple square) and the outside of it, depending on the Blend Radius value.
Speed, under Exposure, is for how quickly the lighting transitions from outside the PPV to inside it. So, if it’s a dark room having a sudden change from a bright room to the dark room, then set the Speed Up or Down values accordingly. It’s probably best to try those after successfully getting the room darkness level intended.