As others have mentioned skylake officially supports ddr3L or ddr4, not ddr3. Is it a blanket warning with little merit? Not sure, intel issued the warning and they created the memory controller within the cpu. Are you prepared to buy another cpu that won't be warrantied if it does harm the cpu?
It's true there are several skylake (1151) motherboards out there that have ddr3 slots and suggest it's ok to use ddr3 with skylake. In the past when the motherboard company was responsible for the memory controller and it was part of the board they were responsible for the claims and responsible if the memory controller failed. Motherboard companies have been at odds with intel a bit doing everything they can to make their own product more appealing to boost sales.
When intel created k series chips for overclocking on z series boards the mobo companies thought they'd weasel out of it by altering the bios to support overclocking of non k series cpus. Intel pushed back, they tried to do it again then intel updated their microcode to block them again. When people didn't want to spend on ddr4 ram the board manufacturers found a way to put ddr3 slots on them, again ignoring intel. They're not responsible for cpu's and gpu's just the board so they'd basically sell you magic tonic if they thought it'd make you buy their board. Anything else breaks, oh well.
Now however the memory controller is integrated in the cpu by intel, how will a motherboard guarantee the ram is 'safe' for a controller they don't even make? If it breaks (aka your cpu breaks) is the mobo manufacturer going to warranty the cpu since they claimed ddr3 compatibility? Not likely. This is the biggest issue I see, companies making suitability claims for hardware they don't produce, manufacture or have control over. It's not their place, anymore than it's the place of a plumber to tell you your electrical is fine. Did they install it? Are they in a position to give advice? No.
All of this boils down to trying to save $30 give or take which is roughly what 8gb of ddr4 costs. That's less than the intel tuning protection plan for a skylake i5. $30 to avoid headaches is a pretty good deal to me but that's my personal take on it. Not to mention it's one of the biggest reasons for moving to the skylake platform, if people are set on keeping ddr3 why not just go with the older tech it matches with which is haswell (1150). Sort of like upgrading to win10 then sticking with a gpu that only supports dx11, wanting to go with the latest and greatest but then sticking with the older versions it's designed to replace.