Because I don't own as high a percentage of them.

I also would dispute that many of them are "worth more". Skeincoin has a good name, an interesting algorithm, a great dev, a good time between blocks, a good total number of coins, a great logo...

There's a (small, but non-negligible) chance that skein (*) will one day be one of a small handful of POW algorithms popular enough for people to make ASICs, and if that happens there's a very good chance that Skeincoin will be the king of that algorithm. What other coins can say that? Some, but not that many, and as far I know none that can be bought up as cheaply as SKC. My initial "no" about merge-mining was because I was under the impression that merge-mining with MYR would mean Skeincoin would always have to play second fiddle to MYR, but after further research I realize not only is that not true, but it potentially can be used as an advantage.

The only real problem is that there's currently only one exchange. That's something that hopefully can be fixed, in time.

(*) Skein-sha, unfortunately. I'm not sure why the choice was made to add sha to the mix (maybe for a good reason), but that is perhaps a second problem, in that it presumably makes ASICs somewhat harder to make, and FPGAs less cost-effective, due to the need to implement two algorithms instead of one.