I think there's a lack of clarity on whether there are any classes
that skos:Concept is truely disjoint with.
I have seen idioms in SKOS data (though I don't encourage it) where eg
a place or person concept also carries properties of that individual
(eg. age, location). Also sometimes people try to mix in OWL so a SKOS
concept for 'Dog' might also be an RDFS/OWL class. These are natural
explorations as the worlds of traditional thesauri and classification
systems blend into the more data-oriented RDFy stuff, but it makes it
hard to know quite what to recommend re skos:closeMatch...
If you are talking about the same thing that has a known (and even
strong) identifier elsewhere, and the entity types are the same, please
use owl:sameAs. It your data space, and your claim to make.
Always remember the great "nearly pregnant" analogy in Pat Hayes Blogic
The URI for owl:sameAs  is a live demonstration of why namespaces and
de-referencable URIs matter. You can de-reference  exactly what it
means :-) Note, it isn't symmetrical or transitive etc.. It is as
described, just a way of indicating, that from your vantage point (your
Linked Data Space): Entities X & Y refer to the same thing i.e.,