Why is my Chaoyang room cold when the sun shines?

The main reason is insufficient accumulated temperature. You will feel warm when light energy radiates directly to the outside, and you will feel warm when it is directly converted into heat energy. But indoors, you need to consume some heat energy to balance the indoor temperature, so you feel warmer outdoors than indoors. You won't feel this way when the accumulated temperature indoors reaches the same as that outdoors.