Hi, all sifu.

Would like to ask is there any cons for rooms without natural sunlight? If living in such room for long time of period, will it affect our health?

No, it doesn't affect your health.
By the same logic, does one health greatly increase by having sunlight?
If yes, you probably sleep under natural sunlight as human spend at least 8 hours sleeping.
One person's health doesn't solely factor by sunlight only.
Your concern is too overweight by solely sunlight reason.
Imagine you smoke, hardly exercise, loaded yourself with lot's of sugar and carb diet, no amount of sunlight do any justice to your life.

i was once stay at a ground floor room in double storey house with no sunlight and the house near a small bukit, high humid i would say, then i feel always get flu and nose jam, feel better if i take some morning sun shower

so really depends on the environment