Once the proper lights are found, energy consumption and cooling are so significant that it's not really economical to grow food indoors.
If you want to understand this more, I suggest looking up how to grow pot indoors. (It's really interesting to read, even if you never plan on doing it.) A significant amount of pot is grown indoors because it's easier to keep hidden than growing outdoors. (And, the stores that cater to indoor vegetable gardens really just cater to people growing pot in their closet or basement.)
(BTW, people growing lots of pot indoors are easy to find due to electricity consumption and strange heat signatures from their homes. Some people get caught after large blizzards because the snow on their roof melts unusually fast.)