I mean, if they could somehow fit it in with the technology and lore and whatnot, I say go for it. It could be a fun (and dangerous) way to get down the side of a mountain quickly.
That has what to do with the fact that I don't think skiing should be a game mechanic in Skyrim?
You gave absolutely no reason whatsoever. I think it would fit in with lore and the game. I'm not saying they should have ski lifts up the side of Mount Hrothginfcknmead. I'm not saying I expect it to happen. I posted the wikipedia article to show that skis are soundly grounded in the history of the human race. Nords are human(oid). It was about as relevant as it could be considering your comment consisted of two letters.
Any animal pulling a sled and being mushed up and down a hill would seem to make perfect sense to me. Snow shoes sounds like an even better idea if there is a particle snow effect to be involved.