I did a brief survey before deciding to go with skip lists, and found them to be easier to grasp and reason about. (e.g. there is no need to balance trees; a skip list is very similar to a linked list, and linked lists are very simple).

I remember somebody saying that "in a sane world skip lists would always have been discovered before red-black trees".

This historical accident (skip lists were only discovered 1989; while rb-trees date back to the 1970s) is probably the reason why skip list use is not more widespread, and seen as somewhat exotic at times.

(AVL and Splay-trees also predate skip lists.)