Yes. Currently, there is no way to defer or limit loading specific skins from a single skeleton export.
It's hypothetically a problem, depending on how how many attachments these are and how many textures you would end up loading.
When you reach a certain number of skins, it stops making sense to load them all into one Spine project in the first place.
And it starts making more sense to fit them into a few "templates" and then just load images yourself onto duplicates of the templates, from textures.
In Spine-Unity, the tools for creating new skins and attachments based on a template using Unity Sprite assets, are in the Spine.Unity.Modules.AttachmentTools namespace. Examples for it are named "Mix and Match" in the included example scenes and scripts.
100 rigs for 100 enemies is fine if you have the time to handle that many. But if they all act and move and share the same structure and some animations anyway, it makes less sense.