We did many iterations of automated actions when adding to skins. Ultimately we only kept the actions where we can be sure that is what the user wants. If we do much automatically, the extra magic can be confusing/surprising.
You may not want all child bones in the skin, eg consider when some bones are used for a short hair
skin and the same bone hierarchy plus some additional bones are used for a long hair
skin. In that case the short hair
skin would not contain all the child bones.
If you filter the tree to show only bones, you can click the first bone, then shift+click the last bone to select many at once. We don't currently have a hotkey to select all child bones.