I don't think the game has any levels that really try to make use of them in any serious way.
The most natural use I can think of is a variation of Simon's #2 (I mean his points above, not
that #2, even though we're kinda arguing that divers are worth #2
). You could imagine a setup where:
1) if you let the lemming fall straight down, he splats on some ground below
2) if you let the lemming jump or hop, he goes over the gap or otherwise winds up elsewhere [edit: or, the ceiling is so low that jumping and hopping does practically nothing]
3) but if you let the lemming dive, he manages to get through the gap, and past the ground below so he doesn't splat, and winds up cleanly in the water--at which point of course you still need to assign swimmer, kayaker or surfer before he drowns!
Of course, making this work require rather specific setup, and it's likely there are backroutes allowing you to get safely into the water w/o bothering with the diver. For example, because a runner also does a slight hop when encountering a cliff, you might end up able to substitute a runner for the diver in the scenario above, depending on whether the permanence of runners will affect things negatively down the line.
Ultimately I think we have to admit some skills are included more for humor than anything else. The skier is another example. Its trademark is the ability to build up speed down a slope and then jump across a gap, but it's easy to lose the speed, the jump needs to happen via a specific curve, and even in the best conditions the jump height/distance isn't all that impressive to me.
