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.
Depending on where you are connecting from this is also a latency increase since you are no longer hitting geo-located servers.