I am pretty sure that the engine knows which skins are used in a shader, so maybe based on that information one could do some optimizations, maybe if it just means to change some variable or something, this could make sense, but other than this I don´t think it will usually be a big improvement.
But the possibility to query the textures used in a shader kinda removes the need for SKINX flags, doesn´t it?
Disable writing into the color channels however is a big improvement in my experience, but should already be possible by disabling it in the shader?
What I would however like to see a lot, is a way to render into a depth texture, which is especially for shadows very usefull, as it will only require writing the depth, allows to use the slope scale bias thingy, which from my experience works pretty good and most hardware has some extensions to do 4 samples in one (fetch4, AMD) or in case of NVIDIA there is free 2x2 pcf with bilinear filtering or something.

On another note (and I know I am spamming the forum with it... :P), I would love to see DirectX 11 support, which thanks to multithreading solves the issue with DirectX calls taking too much time (in I think GPU Pro, there even is an article on how to fake similar behaviour with DirectX9, by pushing commands into a command buffer, which is than processed in a second thread and they claim it to be a big improvement). But there are also some amazing additions to the HLSL language and of course the shader pipeline (like rendering a depth cubemap for point lights in one pass, thanks to geometry shaders).