Well you're right, games that are developed for XBOX360 and converted to PS3 afterwards are like you said. Of course there are exceptions. Mass Effect 2 for example was ten times better on PS3 than on XBOX360.
If a game is developed for both consoles (and Skyrim is developed for both) then there won't be an issue.
Just because some game engines aren't optimized for PS3 and the game developers didn't spent much time optimizing it doesn't mean every game engine is that way.
Problem is, at its core the PS3 is very different in nature re program flow and structure from any other system. That's why PS3 native titles look and perform better than multiplatform titles. From what I've gotten from developers is that coding for the PS3 is both very different and decidedly harder than coding for any other platform.
The Xbox uses an IBM PowerPC chip, the PPC's being an old and established line of processors - meaning that coders are used to the instruction sets, workflow and such.
The CellBE chip in a PS3 is a PPC with a few other chips build onto it. Those other "chips" (stream processors) work very differently, and if your code isn't built from the ground up with that in mind, the final product will suffer. Multiplatform games are rarely if ever handled like that, and so PS3 performance suffers.
The best way to do it would be to effectively write the game engine 3 times - once per system. Obviously nobody wants to do that, it would be too expensive and time consuming. The next best option is to write it only for the PC and to tell console users to upgrade. but not enough people agree with me on that. In fact, I'll probably take a lot of heat for even making the joke.