IIRC, the skin effect only occurs in AC and not DC, as the alternating current direction changes the magnetic fields and thereby causes eddie currents via Lens' Law. These eddie currents push the current out towards the skin.

These systems tend to be DC afaik, at least until you hit the motor where it needs some rectification anyway, so I'm not sure that a copper-clad cable would really make a big difference.

Not an electrical expert, though.