Sure. It seems "skilled" is in the eye of the beholder, here. Not sure which skill you're looking for, but there's skill in designing a character, skill in knowing what one has put on the character sheet and how to use it, and skill in role-playing the character in a way that maximizes everyone's enjoyment. Even if a single roll requires no skill.
If you're disappointed that games (Dragonbane?) call for character skill instead of player skill, you might find better results from games in which you don't play a character, or a non-RPG.