Ski quality has no effect whatsoever, unfortunately. As LoLotov mentioned, the skiing is tweaked from being a drag on the character to hopefully be useful in the next version. I will certainly try out skiing again to see if it has become useful.
The problem with skiing in the current version is that skis are heavy, and all of their weight is considered carried even when the skiis are on the feet. This weight causes fatigue build up (in particular for small characters), which quickly causes you to move slower with skis (due to fatigue) than without. The benefits of using skis is currently a marginal speed increase (initially), and there isn't enough of a penalty to trying to walk through deep snow without skis (or show shoes, which aren't featured in UrW).