Why does the light not illuminate inside the building? As you can see the HDRI light doesn't penetrated inside the building even that the building is all perforated
For starters, the material on that structure is fairly rough, so indirect lighting will be scattered randomly. 
Secondly, it doesn't seem like there's enough light coming in to create enough bounce lighting to fully illuminate the interior. 

I would try making the mesh's material smoother, and maybe adding a spotlight or something to try and get more light coming inside.