Yeah, I too am a Nikon user but there is no better camera for street photography than the x-E3 and I too forget where things are and it just goes to show you that practice is everything in photography.
I re-read your Orig post and it may be that your display is showing you the wide open aperture so it will be brighter than the shot. Indoors it will be much darker (it will surprise you how much) your eyes adjust but the camera won't. Try a tripod (or table top) and open your aperture and reduce your shutter speed w/ ISO Auto (check the meter for proper exposure) to get the shot. then go outside and do the same to see the difference.
This camera is capable of taking indoor shoots as well if not better than Most DSLRs' You may try to reload (update) the firmware. Both the camera and lens.
Will you be doing a lot of 4k video? If not the Sandisk Extreme or Ultra class 10 - HC-1 -
or XC- 1 (U1) (80 mbs) -
will work fine and are what I use.
If you do a lot of 4k video work then go here:
What mount is the original Sigma lens? Then find the (Sigma mount) to Fuji X adapter.
You will be in manual mode (focus, aperture) with the lens once mounted.