Skins used to be in download packs that installed on your system.
The problem is that HTC started revamping old planes, making skins in that pack non-functional (quite a few "why isn't this working" -- "it's an old skin, removed" questions). On top of that, the number of skins in the game used to be a fraction of what you have available to you now. Putting in a 20MB download for skins was plausible... Now you'd need (I guess) 300 to 400 MB heheh
And that gigantic 300 to 400 MB file would need to be laboriously repacked for every new couple of skins put out, removing "dead" skins and adding a couple of new ones.
Not worth the effort and time wasted on HTC's part.