Bug/suggestion, I don't know. It feels like a blatant bug during play, and I will show why it's a misdesign. In NL land, because someone has implemented it consciously, this is usually not called a bug.
Repro
Play.
Select builder. (Point X in time here, right after the selection of builder.)
Select basher.
Select builder.
Assign builder.
See that the assignment is misplaced.
Go backwards in time to X.
Look at the skillbar, it shows that builder is selected.
Try to assign builder at the correct place now.
Enjoy your basher assignment.
Expected instead: Builder assignment instead of basher assignment.
Reasoning
Selected skills are a state of the user interface.
When replaying, I concentrate on the physics. That's what replay is for. I don't concentrate both on physics and my past skill changes in the UI. The forced skill selection of basher comes as a complete surprise.
With or without the skill change, the lemmings will do the exact same thing on the screen for now. Tracking skill changes in the replay couples tightly the UI to the physics. Let's prefer loose coupling wherever possible -- one depends on the other, but not the other way around.
Pausing for n seconds isn't replayed, because it's pure UI.
Changing highlit lemming isn't replayed, because it's pure UI.
Changing the skill should not be replayed, because it's pure UI.
-- Simon