Even installing sun film on windows is dangerous. The whole front of our office building is basically glass. Faces east. We had sun film installed and within less than 2 weeks we had 6 broken windows. Replaced the sealed units and film, no more failures (3 years ago) These windows are about 4X10 feet or more.
That's not unusual. Double-pane glass is at particular risk (which I would presume would be used for even a half-decent sky light). The seals are easily broken due to the uneven expansion of the panes.
I don't know why anyone would block off a skylight, anyway. If you went to the bother (and risk) of installing them, use 'em. I may install a sun shade (blinds) but that's about it.
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