Mark,
the skylines show ‘expected’ changes through time, whereas the event histograms show the number of events ( coalescences and migration events) at particular times.
For example in a neutral coalescent, you expect more coalescences closer to today than far in the past. If you look at the migration events and you do not see a pattern with more migration today than in the past the risk of migration was not even over time: for example, A Neanderthal and human population mt dataset for example delivered migration events that peaked some time in the past suggesting there was either a divergence event or a short time of gene flow.
Skyline plots are unreliable in general because commonly you should only consider the time frame from zero to about the time of the size of Theta, e.g. if Theta=0.002 and your skyline plot goes from 0 to 0.2 only the time from 0 to 0.002 will be (if at all) estimated with some confidence. To get good results with skyline plots you will need ancient samples.
Peter