To the best of my knowledge, there are only 3 times when skirmish data is actually used by a character:
- when they open the skirmish panel to look at the data
- when they visit the trainer/captain to modify the data
- when they load their skirmish soldier in order to use it in landscape mode or in a skirmish

I know that over 90% of the time I play for weeks at a time and never even look at that data or use a skirmish soldier on any of my toons.

So why bother to load data that will never be used during most play session by most players?

If and when I first need the data during a given play session is the time to actually load it. This cuts down on the login time because less data is loaded and it prevents the waste of bandwidth for those players that have to worry about limits and may not skirmish much.