It is not uncommon for a child to be sensitive to light, just as some children and adults are more sensitive to sounds. We all respond to our surroundings differently. When you're indoors, your son probably chooses to sit or play where the light is more comfortable for him, and that is fine. For outdoor use, many experts do suggest sunglasses for children, even infants, to minimize exposure to the harmful rays of the sunlight on their eyes. Many children will actually keep the sunglasses on in the house because the lighting is then more comfortable for them.
Be sure to get sunglasses that fit comfortably, and nonbreakable ones of course. If your son refuses to wear the sunglasses, try having him wear a hat with a wide brim. Some children get quite attached to their hats and won't go outside without them. Good luck!