The ceiling slab is not related to the roof, so yes you will have to manually cut the hole in the slab.
There are techniques to cut the hole in the slab but use the roof plane as your editing plane and project the hole onto the slab.
So effectively you are picking points on the roof (the extents of the sky-light) and you are cutting the hole in the slab - projecting vertically or perpendicular to the roof.
The Help Center arcticle may help.
https://helpcenter.graphisoft.com/user-guide/76363/
Scroll down to the sections for "Pick Plane Example" & "Projection onto Editing Plane".
I am sure there was a good movie explaining this when the feature first came out.
Maybe in the Archicad YouTube channel?
If I can find it I will post a link.
Barry.
One of the forum moderators.
Versions 6.5 to 27
i7-10700 @ 2.9Ghz, 32GB ram, GeForce RTX 2060 (6GB), Windows 10
Lenovo Thinkpad - i7-1270P 2.20 GHz, 32GB RAM, Nvidia T550, Windows 11