I can personally confirm this. I bought a brand new Dell XPS 15 with Skylake (i7) in December. I installed Linux on it (kernel 4.3), and it has been a power management nightmare from day 1. I've only ever gotten 2 hours from the battery. I just sent it in because it powercycles at random now, never making it past the Dell splash screen anymore. When I run the hardware diagnostics, sans hard-drive, it dies in the middle of one of the processor tests.
Other people have been pointing out that Windows is struggling with Skylake as well, and I've heard the same.
Skylake was touted by Intel as being one of their proudest achievements in power management to date. My guess is that their changes were so drastic that the software didn't keep up.
Edit:
I do have an NVMe hard drive, which does seem to cause some issues, for reasons passing understanding.