I did some testing, installed Steam AH and had the same behavior.
So I downloaded 1 skin from the website and put it in the folder, went into Offline, same issue as you. I then popped into the online arena and the list populated like normal with all of the non-downloaded skins in red, the 1 download one in white. I could select the 1 i downloaded and it changed fine. Went back into Offline and it did not work again.
I know they work in offline though, because in my normal install I can hop into Offline and look at any skin. So, I don't think it is a steam issue or even a paying account issue as even logging into the MA and back out did not help the Offline situation. I suppose my recommendation would be to install the two skin packs so you have them all, maybe it downloads extra files so they show up in Offline as well? I'm a bit baffled.