I can list a lot of things that bubbles are bad for, but to make this short, you will have to try and stop them..
What type of skimmer is this?? I've had this kind of experience with a bak-pak and a prizm...
I'd simply buy an algae pad or sheet, cut out the right size and use it to block the water flowing out... This helped me trap all the bubbles... You'll have to adjust the skimmer box though, so that it doesn't over-skim or overflow because blocking the water flow out will cause a little stall in the skimmer... but nothing too serious.. Again, tell us what kind of skimmer you have, cause some skimmers can be different.
or
You may be over-skimming and the bubbles are simply escaping to whichever route (in this case out) they can... Make sure to adjust it properly...