Imagine a game with three skills: Sword, Spell and Sneak.

If it lets you choose a Main one and two secondary, you get to build three different characters:
- Sword
- Spell
- Sneak

If it lets you choose an order of importance, you get to build 6 different characters:
- Sword, Spell, Sneak
- Sword, Sneak, Spell
- Spell, Sneak, Sword
- Spell, Sword, Sneak
- Sneak, Spell, Sword
- Sneak, Sword, Spell

Why use the first option?


[Edit: Once you've considered that:
Why not three ponderable weight bars?
- 75% Sword, 15% Sneak, 10% Spell
- 50% Spell, 40% Sword, 10%Sneak
...
]

The Elder Scrolls lets you take more than three skills, and in effect you get the weighted system you suggest at the end.

Also just because you put skills at different levels doesn't mean they advance in unison, which gives you a gradient.