Why do custom materials render different under natural world light compared to artificial light when indoors?

[LucidBits]

I notice that the custom materials look great when world lighting naturally hits it but look like crap when artificial light is used indoors. Realistically interiors cast shadows, without them, the entire model or area is lit. But why can’t materials look the same under artificial light sources and shadows as they do when outside?

Outside the building where natural light hits:

Inside the building where artificial lights hit:

It would throw me off and make question why the inside and outside are like day and night.

[VGVC2]

Are you using ShadowMap technology?
See what lighting technology you’re using in the properties for Lighting

[LucidBits]

Man, I thought I set it to Future already! It was on shadowmap somehow it toggled back! Thank you for pointing that out.