So after checking, I found that it might not be a version issue either. I tried three things:

-First I checked if I could import my 1.2.9 custom troops into a 1.2.8 game to see if my skills saved, they did not which I kind of expected.
-Second, I tried exporting my 1.2.9 custom troops using a 1.2.8 save game, in the hopes of converting it to a 1.2.8 compatible custom troop that would save the skills I added. It, once again, did not work out.
-Lastly, I tried creating a new custom troop tree using 1.2.8 and exported it to another save with the same version. I thought surely the skills would save, but after exporting and importing, I found that even that did not work.

Right now, my belief is that the feature really doesn't work that way. I might check out if other versions of this mod uploaded by other people to see if it works the same way.

I found it too.
My approach is that copy and paste the exported XML to the troops.xml under the mod directory(E:\steam\steamapps\workshop\content\261550\2892150920 for me) , then substitute 'copy_' with '_'.
Also, remember to back up the original file.