When I was a jr. engineer, I had a skip level meeting with the director of our department (~30 people). I asked the director -- in the snarky way that certain entitled junior employees have -- what he actually did in his job. He laughed and explained that his job was to make sure senior management understood what we were doing and were onboard with why we were doing it. Nobody gave me any talking points and I was too green to worry about the political ramifications of my snark... and there weren't any. It was just a half hour opportunity to talk to someone I didn't usually get a chance to talk to. I now realize that this company, or maybe just that department, was a particularly healthy place to work.

This depends entirely on org culture. I've worked at places where I had to go thru an absolute gauntlet of "prep" meetings to hone my talking points for talking with someone several skip levels above my manager.

And, I've worked in places where you are free to send a DM to the C-Suite if you feel like it's necessary to get your work done. No pre-approval required.

I say this with privilege, but you need to be asking why. And if you are dissatisfied with the answers, you are working with the wrong place. As you can see from other comments here, skip levels serve many purposes. If in your case it's because skip levels are used to bypass distrust of your manager, then you need your manager to address that with you honestly before you simply do what they say.