The reason for having multiple skeletons in a single file is to be able to have some order in your workflow and to be able to export them all at once. I had a project with over 40 skeletons (couldn't be done with skins, and also each of them had 3 skins) and If I had to export each of them one by one I would probably have lost my head.
Setting parenthood beetween skeletons wouldn't make much sense as a skeleton is intended to be a whole object. If you are working separately with both parts of a single skeleton (for example: the head always looks to the mouse position while the rest of the body does other animations) It can be done easily with one single skeleton and it would be very confusing to load two skeletons at runtime just to have one single object (which will probably happen once skeleton atachments are in).
As for copypaste bones beetween skeletons that keep their own animations, it would be kinda nice, but I understand it has to be something very tricky to implement and slightly confusing to use as It should add and modify animations in the skeleton you are pasting to. It would be a nice suggestion anyway (although it should pop a warning when you use it)