Painting the skylight shaft should be thought of differently from painting the ceiling or your walls. After all, think about those tubular skylights: their tubes are highly reflective. Shouldn't your skylight shaft be reflective, too?
No, we're not proposing that you paint the skylight shaft with metallic silver. But at the very least, paint the shaft white (despite what your walls may be) and make it a semi-gloss. This semi-gloss isn't the same as your ceiling flat, but you will never notice. And it will bring in a smidgen more sunlight.
One way to avoid anything to do with skylight shafts and paint is to install a tubular skylight. A tubular skylight comes with its own shaft.