But you have absolutely no idea if aggressive skiing is giving you CTE because no one has ever looked to investigate it.

In football, as in boxing, the original investigation began because head trauma is obvious, but as the study broadened some of the worst cases of CTE were actually offensive linesmen. These are generally not the players who dish or receive hard hits, and many had never had a suspected concussion in their career. That led to the dominant theory that it isn't concussions -- the big hits -- that are the main cause of CTE, but instead many small traumas (in that case the o-line engaging with the d-line) that add up to CTE.

There is every reason to suspect that many other sports yield these sorts of recurring sub trauma, and aggressive skiing seems a probable candidate [edit - note that it does not require that you hit your head, have an accident, etc. If enough of a high-G event is transmitted to the brain, that can be a subconcussion]. It just isn't terribly common to do an intensive brain study of people after death to find these correlations.