Dim light is lovely at the beginning or end of the day, but it's not something that's great to live in full time: http://en.wikipedia.org/wiki/Seasonal_affective_disorder

Colonists could use energy to get artificial lighting to a decent level, but in a wholly artificial environment it might would be depressing to have no nature to experience. We evolved to like living in natural environments that we couldn't really reproduce on Mars. No oceans, no streams, no lakes, no time in the sun, no natural beauty, it sounds like a horrific nightmare to me.