If payment originating bank does not have direct correspondence with final beneficiary bank, payment should be routed through an intermediary bank.
Normally intermediary bank recover their charges either from beneficiary or remitter as per the instructions given by the remitter (skrill).
Further, according to the international wire transfer regulations, payment should be routed through the owner of the of that currency type.
Ex. USD payment should routed through USA.
JPY payment should routed though JAPAN
Suppose, SKRILL has their bank account in UK, if you withdraw 1000 USD, payment will come to SRI LANKA though USA bank, even UK bank has direct correspondence for GBP with SRI LANKAN BANK. USA bank will recover their charges based on the instructions given by UK bank. ( if remitter agree to pay the intermediary bank charges, beneficiary will get the full instructed amount. Other wise 20-40 USD will be deducted from instructed amount).
Changing the account in local bank, might not be the solution for this.