I'm aware of the difference between entities and normal brushes. I'd like to use two different sky textures simply because that's my vision of how the map should look. I use the purple sky texture on the floor as if the map was 'floating' in the air and I'd like to use a second sky for the ceiling. Think of it as you take a rocket to space and you see the clouds below you and the stars/void above you.
It looks like it's not possible to use two different skies. I have a "black" texture in my list but the problem is that it obviously doesn't remove the impact of rockets/bullets.
That's why I thought of func_illusionary. I can just use the purple sky texture to seal the map but put the func_illusionary with the black texture in front of it. It won't be fancy stars but it's all black so I won't have the problem Dutch mentioned.