Can not save changes into stash

[KES]

How to reproduce:

$ git update-index --skip-worktree conf/local.conf
$ git pull
Updating 0cd50c7..bde58f8
error: Your local changes to the following files would be overwritten by merge:
        conf/local.conf
Please commit your changes or stash them before you merge.
Aborting
$ git stash save
No local changes to save