I mean, I assume that even if it behaves like a regular folder, unless the user actually wants to store the file on SkyDrive, then that folder would not be where they want to save the thing.
I actually even store most document-y stuff on Dropbox, which made Apple's whole "iCloud? Wanna save that on iCloud? Put it in the iCloud? What, Dropbox, you sure you didn't mean iCloud? iCloud? Hey, try saving it in iCloud! Look, iCloud! Woah, by Dropbox, I think you meant iCloud, right? iCloud? iCloud?" behavior so annoying...