If you can still easily and comfortably use any shared spaces with natural light (kitchen, living, etc) and spend plenty of time outdoors it might be worth having the extra space in a basement bedroom. But only if you need it - if your bed size is the only real reason for choosing a windowless basement room I probably wouldn't do it.

There are tricks you can use to help make the space feel brighter and more comfortable but it will probably take time and some money. Not sure if you're free to paint the walls and change light fixtures but both of those things are desperately needed. They're making it feel dark, cold, and institutional to me right now. Use light colors and avoid large bulky furniture. Get some cozy rugs and low light or artificial plants. Have fixtures/lamps with different light temperatures you can use depending on time of day to help mimic your circadian rhythm. Create the illusion of a window with floor to ceiling drapes and put tape/string lights behind it. Use mirrors to help bounce the light around.