There may be some slight performance differences, but given the simplicity of the skeleton should make these differences negligible. If you look at the Infinity Blade assets available on the marketplace, they also use skeleton meshes. To keep from adding a new Skeleton and Physics asset for every weapon in the project, you could set all the weapons to use the same Skeleton Asset.
Sorry I cant give a more definitive answer, someone may know the impact of skeletal meshes better than I do.