When saving a file containing filled in forms new users often expect the application will save all data including form data, i e to Skim to behave like "export with notes" currently does, that is making a file with the filled in data retained and in several cases editable (I just verified this with Skim to Preview and back).
Because Skim doesn't behave like this when saving and the interface doesn't inform the user that the filled in data will not be saved, users risks losing data they may have been put hours into filling in, simply because they expect Skim to behave like most Mac apps do.
In the current situation the lack of relevant information about data loss is the bug. It seems attainable that filled in data can be detected and if so when saving an info dialog could state what that form data will not be saved and also suggest alternative solutions like "export with notes" or "print -> save as pdf"-
Alternatively, there could be a "save with notes" possibly, but that's a feature request so I'll stop here.