We create a spine object where each skin is a different sprite for different levels of the item like this:
This gets imported into Unity just fine, but when the _SkeletonData.asset file is dragged into the Hierarchy view and Skeleton Graphic (UI) option is selected we get this error:

ArgumentException: Skin not found: default
Parameter name: skinName
Spine.Skeleton.SetSkin (System.String skinName) (at Assets/Spine/Runtime/spine-csharp/Skeleton.cs:396)
Spine.Unity.SkeletonGraphic.Initialize (System.Boolean overwrite) (at Assets/Spine/Runtime/spine-unity/Modules/SkeletonGraphic/SkeletonGraphic.cs:250)
Spine.Unity.Editor.SkeletonGraphicInspector.InstantiateSkeletonGraphic (Spine.Unity.SkeletonDataAsset skeletonDataAsset, Spine.Skin skin) (at Assets/Spine/Editor/spine-unity/Modules/SkeletonGraphic/Editor/SkeletonGraphicInspector.cs:199)
Spine.Unity.Editor.SkeletonGraphicInspector.SpawnSkeletonGraphicFromDrop (Spine.Unity.SkeletonDataAsset data) (at Assets/Spine/Editor/spine-unity/Modules/SkeletonGraphic/Editor/SkeletonGraphicInspector.cs:171)
Spine.Unity.Editor.SpineEditorUtilities+DragAndDropInstantiation.HandleSkeletonComponentDrop (System.Object spawnMenuData) (at Assets/Spine/Editor/spine-unity/Editor/SpineEditorUtilities.cs:1428)
UnityEditor.GenericMenu.CatchMenu (System.Object userData, System.String[] options, System.Int32 selected) (at C:/buildslave/unity/build/Editor/Mono/GUI/GenericMenu.cs:119)

even though we get that error, the Skeleton Graphic is successfully created. We just need to manually go and change the Initial Skin Name as seen in this picture:

as you can see from the picture, the default skin is not present when there are multiple skins. (It is there though for items that don't use skins).

So there are 2 issues with this:
1) It is annoying to always remember to change Initial Skin Name to something else from default.
2) It makes SkeletonGraphic.NewSkeletonGraphicGameObject method throw an error. Which makes it unusable.

Does anyone know why is this behaving like this?

This is how the json looks:

{
"skeleton": { "hash": "BeCphBdDUgoayX5jo4ZuR/Z6ti8", "spine": "3.7.91", "width": 130, "height": 158, "images": "./Images/", "audio": "" },
"bones": [
   { "name": "root", "y": 19.15 }
],
"slots": [
   { "name": "Item", "bone": "root", "attachment": "Item" }
],
"skins": {
   "default": {},
   "1": {
      "Item": {
         "Item": { "name": "ItemA-01", "width": 115, "height": 115 }
      }
   },
   "2": {
      "Item": {
         "Item": { "name": "ItemA-02", "y": -28.71, "width": 130, "height": 130 }
      }
   },
   "3": {
      "Item": {
         "Item": { "name": "ItemA-03", "y": -30.28, "width": 130, "height": 130 }
      }
   },
   "4": {
      "Item": {
         "Item": { "name": "ItemA-04", "y": -26.1, "width": 130, "height": 130 }
      }
   },
   "5": {
      "Item": {
         "Item": { "name": "ItemA-05", "y": -14.62, "width": 130, "height": 130 }
      }
   },
   "6": {
      "Item": {
         "Item": { "name": "ItemA-06", "y": -14.09, "width": 130, "height": 130 }
      }
   },
   "7": {
      "Item": {
         "Item": { "name": "ItemA-07", "width": 130, "height": 130 }
      }
   },
   "8": {
      "Item": {
         "Item": { "name": "ItemA-08", "width": 130, "height": 130 }
      }
   },
   "9": {
      "Item": {
         "Item": { "name": "ItemA-09", "width": 130, "height": 130 }
      }
   },
   "10": {
      "Item": {
         "Item": { "name": "ItemA-10", "y": 16.7, "width": 130, "height": 160 }
      }
   }
},
"animations": {
   "AutoSpawn": {
      "bones": {
         "root": {
            "scale": [
               {
                  "time": 0,
                  "x": 1,
                  "y": 1,
                  "curve": [ 0.25, 0, 0.75, 1 ]
               },
               {
                  "time": 0.2333,
                  "x": 1.15,
                  "y": 1.15,
                  "curve": [ 0.25, 0, 0.75, 1 ]
               },
               { "time": 0.3333, "x": 1, "y": 1 }
            ]
         }
      }
   },
   "Idle": {},
   "ManualSpawn": {
      "bones": {
         "root": {
            "scale": [
               {
                  "time": 0,
                  "x": 1,
                  "y": 1,
                  "curve": [ 0.25, 0, 0.75, 1 ]
               },
               {
                  "time": 0.1,
                  "x": 1.15,
                  "y": 1.15,
                  "curve": [ 0.25, 0, 0.75, 1 ]
               },
               { "time": 0.3333, "x": 1, "y": 1 }
            ]
         }
      }
   },
   "Select": {},
   "Transform": {}
}
}

But we are not exporting them as JSON, I just exported it so content could be seen. That JSON is exported from the same file that when exported to .skel throws the error above.

I just tested it with a fresh Unity 2018.3.9f1 and Spine-Unity 3.7 runtime, got the same error. So I have concluded that the issue is with the way the spine file is made. Could you take a look at it? ItemA.spine