You can make your camera do this, but you'll have to tell it what you want. That's because basic exposure metering are actually pretty dumb. Unlike a human, the camera doesn't understand the context of the scene. It just takes a reading, and sets exposure to make an image which will average out to medium bright.
Modern cameras also have something called "matrix metering" or "multi-zone metering". With these systems, the camera compares multiple readings from across the frame and compares that to a database — bright in the top of the frame, dark in the middle and lower half? Probably a person with the sky in the background. These systems could judge that the entire scene is pretty dark, and decide to render the exposure in a dark key as well, but for whatever reason, they usually aren't programmed to work like that.
One reason is that underexposing means less data is collected, and especially in low light that means more noise. You're better off exposing neutrally, in the middle, and changing the image to low-key in post-processing.
However, if you really do want the scene to be dark, you can simply tell the camera you mean it. This is a standard feature called EV compensation, and it does exactly what you ask for in your comment above: it tells the camera to adjust its exposure value compensation by a balue you choose. Meter as normal (for most consistent results, with center-weighted instead of matrix metering), and then dial in a stop or or stop and a half of exposure compensation. That should give an overall lower key, without totally underexposing the image.
Note that the exposure meter built into most cameras goes down to about EV 1; mid-range and up cameras will go down to EV 0. Below that, they just guess, or refuse to set anything. I'm not sure exactly why this is, but I suspect that it's just hard to be accurate in a short time. So if it's that dark, you probably will get an underexposed image without any compensation, or will need to resort to manual settings (where with trial and error you can make your own decision about the exposure of the overall scene).