Yes, the are terrible.
My Skrill account is in USD.
I setup a Swiss bank account in USD.
But they convert the USD automatically to CHF (and then my bank converts them back to USD, and I'll have to convert them back to CHF). They don't have a solution for this (I guess they are not interested in having a solution because they'd lose 4%...).
So my solution is to send Skrill USD to my CHF bank account and lose 4%
Or to spend the funds I have at Skrill so that I save the FX conversion fee of 4%. But since they closed my Skrill Prepaid card it has become difficult to spend the money.