While it possibly could be done, I see some potential drawbacks..
1 as someone else pointed out, skylights tend to not be flat, hard to get film to fit without wrinkles or having to make relief cuts.
2 That film will have a heating effect on the plastic, this may be enough to distort the plastic at the least or cause the plastic to get brittle much faster than normal and breaking at a bad time.
Personally I would just go to a few home decor stores and look around at some fashion throw pillows. Find one that is a little bigger than the opening and then stuff it in there.
In years past you used to be able to find real metal lids for 14x14 vents but even those have pretty much gone away..
If it was a 14x14 you can get a roof vent cover in smoke color, not sure about any other size though..
If extremely bothersome you could just make your own "shade/cover" with metal or smoked plastic to fit over top the skylight (on the roof) and use the existing screw holes to keep the cover in place..
