They do have some significant disadvantages (repair kits are expensive, no head armor), but also some good advantages, some of which may not be obvious (walk underwater much more quickly than organics can swim, won't be eaten by Beak Things or Cannibals, don't bleed, heal very quickly, don't need food, and two hundred hit points).
The game put me in the fishing village north of World's End. I made my way to World's End, sold the food and medkits I started with to buy a single repair kit, and headed toward the Floodlands (seemed like a logical place for Skeletons to go). A pack of bonedogs caught me, though, and nearly killed my squad outright. I had to use up that one repair kit just to get us back on our feet.
The actual Floodlands would have been too dangerous, so I set up base at the junction of the Hidden Forest and the Floodlands, very close to where the river heads south. The terrain appears to be Floodlands, but the zone is Hidden Forest, and stone, iron, water, and fertility are very good. (No copper, but I knew I'd eventually be able to harvest iron spiders for electrical parts).
Since iron was abundant and easy to mine (and since I didn't need food), I made money selling iron ore to the Armorer King. (Fast walking underwater helps a lot here.) It wasn't long before I could send my soldier skeleton to World's End for books and other supplies, and we were in business.
With a Storm House and crossbows on the roof, I was able to send my soldier in the Floodlands, lure Broken Skeletons back, clobber them, and steal their repair kits (and weapons).
At this point, it got very easy. I recruited Burns (for seven skeletons total), got Masterwork Mercenary plate and Samurai Clothpants on everyone, and then relocated to the Leviathan Coast for serious combat training (presumably to prepare to fight the Holy Nation, or at least defend against them).
I found a nice spot with iron/copper/water/stone on the western beaches, and if wall-building actually worked, I'd build an advanced city for skeletons. :/
Anyhow, I stopped playing this one (not much to do, really, once I discovered how frustrating wall-building still is), but I think my soldier had gotten to over 90 toughness battling Leviathans. I also noticed that Edgewalkers were once again to be found in abundance in the lost armories.
In short, all skeletons is a hard start, but a powerful endgame. (My soldier was eventually able to crush the city of Bad Teeth by himself.)
Need more map to explore!