Why can't anyone do with the lights on? All the videos I've seen when it is done it is usually done in a dark room, why is that? Will the photons coming from the Lights interfere with the experiment?
Whether it needs to be done in the dark depends on the detection method. Most electron detectors are very sensitive to light, so you want to make sure no photons generate noise on your detector.
For example, a scintillator screen + film is sensitive to light (could cover the scintillator with light proof material but risk stopping the electrons when you do that)
See for example this earlier answer for some more background.