Whenever I use a dark sky, the ambient lighting of the volumetric light of objects disappear. Is there anyway to keep the lighting of objects from changing?

Unless something changed from vers 4 to 5, the ambient lighting shouldn't change. Look at the ambient setting and make sure it's sufficiently bright enough; there are other places to redo the sky color to make it sufficiently dark. But Ive used a solid black sky with a white ambient light, and the volumetrics worked fine.