By default, Enterprise Guide uses ODS HTML to show you results. The SKIP option, however, does not work for ODS HTML. It is one of a set options that are LISTING-only (SKIP, DOL, DUL, OL, UL, HEADLINE, HEADSKIP, FLOW, PANELS, SPACE, WIDTH, etc) and so, within the context of EG and the default HTML output from EG -- you may as well not use these options.
In addition to not using the SKIP option from inside EG, you may find that your line of underscores does not product the output you want.
To insert a blank line between logical groups of observations, use a COMPUTE block:
break after new_returning /summarize suppress;
compute after new_returning;
line ' ';
Other PROC REPORT options are also LISTING options, such as BOX, COLWIDTH, FORMCHAR, SPACING, PSPACE and DEFINE and BREAK statement options such as: FLOW, WIDTH, DOL, DUL, OL, UL, For more information about the fact that these LISTING-only options do not work with other ODS destinations, see this Tech Support note: http://support.sas.com/kb/2/549.html
and this "workaround" example code for how to simulate some of the options (mostly using CSS style properties): http://support.sas.com/rnd/base/ods/templateFAQ/report1.html
That is an excellent PROC REPORT resource. I believe that when Art talks about ODS, he does eventually mention that some options are LISTING only options. The consequences of this behavior might not be immediately apparent to Enterprise Guide users, however, since Enterprise Guide "hides" all ODS code from EG users.