Everyone has their own opinions on this subject. Birds can get sunburnt so too much is bad. They can also get their eyes injured by the sun lamps if used wrong, so make sure you read up if going this route. I never have used them so am not the one to ask about bird lamps.
Mine get sunshine and fresh air and I think they appreciate it and benefit from it. Some of mine even live outdoors in the warm season, with adequate protection from the weather (access to shade, protected from rain and heavy storms, protected from predators and varmints, etc)
But is it physically or psychologically *essential* to their wellbeing? I think that's a very qualified no. They aren't going to necessarily suffer and die without it, but it is definitely important.