I understand that the RSA keys $pk$ and $sk$ are chosen such that one is the multiplicative inverse of the other, in $\bmod \phi(n)$
Mostly correct. Actually, they're always multiplicative inverses modulo $\lambda(n) = \phi(n) / \gcd(n)$; selecting them as inverses modulo $\phi(n)$ does work (they will encrypt and decrypt properly), but using the smaller $\lambda(n)$ also works, and yields smaller key values.
$pk$ and $sk$ must also be multiplicative inverse to each other in $\bmod n$, right?
That is wrong; $pk \cdot sk \bmod n$ need not be any specific value; there's no reason it needs to be 1. One trivial example is $n = 85, e = 5, d = 13$; in this case, $e$ is not relatively prime to $n$, hence it doesn't have a multiplicative inverse.
After all, when you look at ${m^{pk}}^{sk} \bmod n$, you're not multiplying by $pk$ or $sk$; you're raising $m$ to the power of $pk, sk$; those are different operations.