Not sure if that's bug or game mechanics forcing us to imagine that the windows are open even when we see them closed/covered, but it looks very unnatural - those bright lights.
Honestly I'd prefer no lights inside than this poor imitation.
PC EU (PL): 14 characters. ESO player since 06.08.2015. Farkas finest quote: "Some people don't think I'm smart. Those people get my fist. But you, I like."