The bug only happens in any version of 1.9. I have this problem along with some other people but some people do not. I uninstalled the game and reinstalled it so the .minecraft folder came out new. In 1.8.9 skins will load into the skin folder and everything is fine. In 1.9 no skins load into the folder. I dont think anything is downloading. It must be an issue with 1.9. My client in unmodified and fresh. I think there is something wrong with the skin servers for some players in 1.9