Check out the definition of skos:relatedMatch ‒ it has two super-properties, skos:related and skos:mappingRelation. This means that _:a skos:relatedMatch _:b actually implies both _:a skos:related _:b and _:a skos:mappingRelation _:b.
Based on this, it can be concluded that skos:related must apply to any two concepts that are related in some way, not just within a concept scheme. This is supported by the SKOS reference:
However, note that using the SKOS semantic relation properties (skos:broader, skos:narrower, skos:related) to link concepts in different concept schemes is also consistent with the SKOS data model
Therefore feel free to use skos:related in any general case when you don't particularly care about mapping between two concept schemes.
Intriguingly enough, it is also possible to use skos:relatedMatch between concepts that are in the same scheme, per the reference:
Note also that, because different people might re-organize concepts into concept schemes in different ways, a graph might assert mapping links between concepts in the same concept scheme, and there are no formal integrity conditions in the SKOS data model that would make such a graph inconsistent
In the end, this means that mapping relations are for convenience, to give you the idea that the two concepts are not necessarily part of the same hierarchy, or, more precisely, that there should be two distinct concept schemes, each containing one of them. But if you actually want to assert this fact (or the opposite), use skos:inScheme.