SkyConnect can run in a multi protocol setup, where it support both Zigbee and Matter over Thread, but my experience is that it is not as good as having separate Zigbee and Matter over Thread radios.
Zigbee, Z-wave and Thread (with or without Matter) are all thread networks, where mains powered devices help expand the network and make it robust with redundancy.
The more mains powered devices you get the better the network.
Because both Zigbee and Thread use the 2.4Ghz frequency they might interfere with each other a bit and you will get 2 networks that do not work together to improve each other.
If you stick with all the devices on just one network, then that network will be far better than the two separate networks, because it will work better internally and you will get a synergy effect from it.
Hedda have produced this guide on Zigbee and most of it is directly relatable to Thread also, with the exception that Thread can have multiple Thread Border Routers, which is the equivalent of a Zigbee Coordinator.