To add to what the other person said, they're also loaded differently than arbitrary docs.

They're presented as a list of titles and descriptions to the LLM and it can pick which ones seem relevant and load them.

Markdown docs the LLM needs to make a tool call to read the files and potentially multiple tool calls to discover data if there's a hierarchy. Additionally, it now has to decide if it should read the entire file or cherry pick parts of it.

Skills organize that in an atomic and composable way.

I think ChatGPT and Claude skills will also package arbitrary artifacts like scripts as well. Not sure if that's standard or not