Firstly, you should quote a source, to back up or clarify what exactly you mean by "Most". Do you mean most by weight, by proportion of energy conducted, or distance transmitted? Or even historical period of installation? How about underground transmission lines?
Further, I think you might be confusing high voltage, with high frequency, when you refer to skin effect.
If you wish more info on skin effect you could look up the historical patents and subsequent book chapter I wrote on planar transformers, after being invited by Leicester University to do so, a number of years ago. Details are in my LinkedIn profile.
Terrestrial transmission lines are 50 or 60 Hertz, nowhere near where skin effect starts to occur (Khz+), Though they might be hollow or have steel cores or jackets to save weight whilst giving them strength.
In any case all terrestrial transmission lines are transformer connected, with the bulk of metal in the transformers at both ends being set by what is needed for the transformer losses to equal the transmission line losses, to ensure maximum power transfer.
That means a lot of copper exists in the grid, as well as a lot of power lost, however you chop it.
Here is a short reference giving you little more information on transmission lines, that I would recommend:
https://peakdemand.com/types-of-conductors-used-in-overhead-power-lines/