I would say yes, although other than DL, there aren't many SkyTeam domestic flights where there would be SkyTeam lounges. For example, for NCE-CDG, it's a contract lounge at NCE. KLM has no domestic flights, although the opposite direction would mean lounge use at CDG if you just arrived on an international flight in business or first class. The rule would also seem to cover something like USA-CDG in coach followed by CDG-FRA in AF Eurobusiness class and vv.