An anchored note created in Skim isn't visible if the PDF is opened in Preview and PDF Expert.
Attached test PDF includes: Comment created in PDF Expert, Note created in Preview and finally an Anchored Note created in Skim. There should therefore be 3 'notes' or 'comments' visible.
PDF Expert and Preview each show the PDF Expert and Preview Note but the 3rd item (Skim Anchored Note) is invisible.
Skim displays all 3 notes.
The suspicion therefore is that there's something different about a Skim Anchored Note that is incompatible with other PDF readers.
See the FAQ on the Wiki