Right. Panda doesn't need to provide a specific SkyBox class, because Panda's regular scene graph primitives are general enough to do anything a SkyBox would be doing.
In general, a SkyBox is a model that is:
* parented to the camera: node.reparentTo(camera)
* counter-rotated to world coordinates: node.setEffect(CompassEffect.make(render))
* (optional) drawn first in the scene: node.setBin('background', 0)
* (optional) with depth buffer disabled: node.setDepthWrite(False)
The last steps are necessary only if your model is not large enough to enclose the whole scene, but you want to make it draw behind everything anyway.