Initially I had thought that they had simply not liked the bubble columns at all, but with this new update I actually ran some tests: spawned in a bunch of skeletons with nearby water sources: one rising bubbles, one falling bubbles, and one straight water.

on average, the skeletons preferred the falling bubble column over even regular water by a small margin, negligible enough to call it even, but 1/8 would go to the rising bubble column to escape the burning from the sunlight.

What is more is that within a minute of even selecting the rising bubble column, 3/4 of them would choose to go to strictly the falling bubble columns over staying in the current one, though this may be due to still getting burning ticks bobbing out of the water, though this doesn't explain why they would not choose the regular water source blocks.

Mob AI currently tells a mob to stay away from magma blocks though, so it doesn't make sense that the skeletons would prefer to travel to their death either....