You need to "paint" or in decorator's terms, "size" the skim with a wallpaper paste mix. Just once over with a stiff paste mix (a cup or two less water than normal) allowed to dry for 48 hours will be enough, then paint 1-2 coats of paint over the top - the paste will stop the paint soaking into the plaster skim.
Without this step the most expensive paint in the world will look just as patchy. Any wallpaper paste will do, doesn't matter how cheap for this use of it. Also you should do the same onto freshly plastered walls if hanging paper too, or the paper may peel off when dry.
DW
October 2010