Actually, it’s a lot better to dig, free radiation shield!
My plan is to use concentrated sunlight to tunnel directly through an asteroid and use the material to build a small O’Neill cylinder inside. The rest of the rock would provide radiation shielding so the cylinder would be cheaper to construct, and we can send sunlight into the cylinder from either end using the same mirrors we carved the asteroid with.
Mood debuff from the game Rimworld where if you spend too long without going outside, you get a severe penalty.
In other words, being underground for long (or indefinite) periods would probably have a profoundly negative effect on people’s moods.