Earlier quoted context omitted.
I'm in the same boat. I think it's unfortunate that MediaWiki doesn't accept a theme header or cookie, which would be very easy to set with extensions. User sessions don't persist for very long and don't work in private browsing mode, while the querysring useskin= parameter is annoying to work with and isn't applied to hyperlinks.
People creating an account just to browse isn’t great for the WMF either. You don’t get the pages cached by Varnish and hit the Mediawiki servers directly. There’s still parser cache, but it’s still more load while logged in.
I mean, a header/cookie just for skin would probably have the same issue, cache would have to be split or it would have to cause (varnish) cache to be skipped. Something people aren't going to be eager for if its a large number of users.
Depending on where you are connecting from this is also a latency increase since you are no longer hitting geo-located servers.