Some Skills are definitely necessary. The ones that are associated with a Smart Home device for example. I had to set up the TP-Link Kasa skill so that my TP-Link smart multicolor LED bulb could be operated via Alexa devices. For Smart Home devices, the manufacturer apparently needs to create a Skill (similar to a driver software I guess) so that their devices can interface with Alexa devices.

The TP-Link Kasa skill is the only one I've ever set up or intentionally used, so I cannot speak for the others, especially the ones that are not tied to a Smart Home device.