For Catholic churches, it depends on the period (for example roman-style churches have smaller windows because the architect of the time didn't really knew how to build bigger windows) and in how it got maintained since stone darkens a lot when exposed to the polluted air of our cities. But churches with big windows and that have been restored within the last 50 years can be very bright, especially once you add modern lighting in the mix.
Apart from static reasons some romanic churches also were fortified and look a little bit like a medieval bunker with very small windows. That's because it was.
Compared to those I think of gothic cathedrals as more light and airy and open.
