They were afraid of making things worse for Skull? Was there some indication that he was going to be punished? E.Z. never once attempted to blame Skull for Brent's actions. The gang didn't even know where Skull was going (aside from a nebulous "to the land of magic", perhaps) or what he'd be doing. What did they think would happen to Skull if they tried to intervene?
"We didn't know anything about your situation, so we figured doing anything at all might make it worse." is what Cole seems to be saying here.
I think the problem is we keep hearing that Skull was missed, but have never seen evidence within the strip. (Aside from once during Brent's honeymoon).
I call shenanigans. Possibly even shenanigoats.