Most FO tanks inhabitants are messy eaters (Triggers, Puffers, Lions, etc), so there's a lot of excess nutrients that need exporting. While it's feasible to run one without a skimmer, that means you'll need to keep up with regular (weekly at least, I imagine) water changes and vacuuming/cleaning of detritus and leftovers that settle on the bottom. A decent skimmer would increase water quality greatly, allowing you to make less frequent water changes, creating a more stable environment and increasing your livestock's longevity.
So basically, having a decent skimmer just makes life a lot easier and although many are expensive, they're worth it in the long run.