There are 2 situations: A. You dont have light_environment on your map, so basically dont have any sort of natural lighting. Put that entity and set up light settings B. You have a map leak. Check your compile log and make sure it doesnt leak
This looks like you used part of a skybox image for your map instead of using the skybox tool texture, so no light is being emitted from anything. A list of skyboxes is here. Go to Map > Properties to set it.
