Skimming output is needed on the canvas. Just showing the skimming in the small window in the video media is not enough; the output should also be shown on the canvas such as FCPX and others that allow this.
My favorite work-around for this is to open a blank project, import the video in question onto the timeline, and skim there. You can even cut clips out of this project and paste them back into your real project.
Not as slick as skimming in a dual-canvas editor like FCP, but I've come to like the single canvas of Camtasia better.