It's true, only the attachment for the current skin in the dragged from skeleton is moved to the current skin in the dropped on skeleton. To move attachments in other skins, the dropped on skeleton would need skins with the same name (else how would Spine know where to put each attachment?). We could do that, but it could make for some odd behavior.
For example, currently we move from current skin to current skin. If we change to moving all skin attachments to skins of the same name, do we not use the current skin at all for the move? What happens if some skins have the same name and some don't? Do we move attachments to the skins of the same name and lose the others? This could mean the current skin attachment doesn't get moved, but others do, which would be confusing
I move a slot, and the current attachment is suddenly gone. What if none of the skins have the same name? Do we move none? Do we move only the current skin attachment, as we do now? If so, then sometimes we move attachments to skins of the same name, other times we move the current skin attachment.
Moving items across skeletons is surprisingly more complex than it seems at first. There are dependencies between items and in many cases there's not a great solution. For example, similar problems occur when moving a constraint or a constrained bone across skeletons.
Note if you have many attachments, it may make sense to use images in such a way that you can have only a single skin in Spine, then use a different set of images at runtime. For example, give your sword image enough whitespace so any sword image can fit in it (texture packing can strip whitespace, so there is not a performance hit or extra memory usage). Create one skin in Spine with that one image. At runtime, you make a copy of the sword attachment and change the image to any one of thousands of sword images you might have. This works because every sword image is the same size and the sword hilt is in the same place. You can do this with all your attachments, so you only have to rig in Spine one time, the rest is just a matter of using different images.
I see you only have two skins, so this may not apply as much to your project, but it can be helpful for many projects. A lot of people are doing customizable avatars with thousands of items and it doesn't make sense to manually place them all in Spine when that positional information can essentially be baked into the image. It's described in more detail here:
Runtime Skins - Spine Runtimes Guide: Creating attachments