Old question, but anyway…
Official response I read somewhere else was along the lines of “a skeletal mesh must have a mesh to be imported, that’s what it’s for”.
Been working on something related (spline mesh driven by skeletal mesh) and my simple work-around was to only skin a super-simple mesh to my skeleton and then set it to invisible and hidden in game.
If the mesh is not rendered (e.g. hidden in game set to true), then animations will by default not perform past the first frame. You will have to change the optimization setting “Visibility Based Anim Tick Option” to “Always Tick Pose and Refresh Bones”.
I can’t find any other workaround besides disabling this optimization. I am concerned that this will have a significant performance impact though…