We've definitely had people express interest in this, but it's usually from users who make a few posts and then we stop hearing from them
Yes, exactly. Skill Shadows are a
very visually intrusive feature and can be off-putting; it certainly delayed my eventual transition from using SuperLemmini to NeoLemmix as my go-to Lemmings playing engine. It's possible that other users who initially dislike the Skill Shadows realise there isn't an option to turn them off, suggest there should be, but ultimately lose interest and go elsewhere.
I'm all about inclusion, and it seems to me that giving players the option to toggle Skill Shadows encourages more newcomers to get used to NL at their own pace - as I've said, it's possible that most newcomers will start by turning them off to get the more familiar experience, give them a try, and eventually realise they prefer to have them on all the time.
Personally, I think Skill Shadows are great and I certainly recognise their benefits, but it would be nice to occasionally turn them off so that I can rely on my own judgement once in a while.
Ultimately, those who simply put up with the Skill Shadows in spite of finding them distracting will finally have a way to manage this for their own gameplay experience, which is an important thing to offer players both for reasons of preference and accessibility.