If you want an official response, it might be better to place this in Ask Conitec, although jcl does have a history of answering questions in this section. Doug might chime in here if he sees this, although he'll probably give you the "this isn't official; I only work here" line.

One limitation is that FBX will only support 1 bone per vertex in all editions except Pro (similar to the MDL7 format). The Pro version's FBX will support up to 4 bones per vertex. I believe weighting is also supported. I haven't tested the FBX side of things nor read the manual on this.

There's also a chance that the feature is still in a more experimental stage (ala the new lightmapper), so perhaps this is the reason for the skin problem. If memory serves, A7 supports both the 2005 and 2006 versions of FBX (they're different), so perhaps that is also something to take into consideration if you're using an older modeling app (or IF there is a 2007 version and your app exports this version and A7 has problems with it).