Structure makes space. Choice of structure is choice in the character of light.
Natural light gives the time of day and the mood of the seasons to enter.
Here is a comparison. They provide light equivalent to and often of superior quality to regular lighting fixtures. They have built in privacy since the optical glass faces skyward, and the diffuser unit is comprised of highly translucent facets not clear glazing. Years of experience show skylights will require maintenance and that rainwater leakage is a very common consumer call-back complaint. In most cases installing a skylight means the room below need to have a ceiling or attic space directly connecting to outdoors.