The skills (usually) must follow a specific syntax involving the word "ask". So, for example, if you're using the Domino's skill to buy pizza, you say something like "Alexa, open [pizza brand] and place my Easy Order", or "Alexa, ask [pizza brand] to track my order." which are significantly more unwieldy (and more importantly, hard to remember) than "Alexa, order a pizza."

I frequently have to chain several, distinct "Alexa" commands together to achieve my desired end state. For example, if I want to turn on all the lights in my house, set their brightnesses to 100%, and set their colors to soft white, I have to send that as three distinct commands. Being able to create a shortcut, such as "Alexa, Lumos" or whatever would save roughly 30 seconds per instance.

Edit: I forgot to mention that some larger skills are exempt from this, once Amazon has added additional integrations. For example, for my thermostat, I can say "Alexa, set the AC to 78" rather than "Alexa, ask [brand] to set the temperature to 78". I still haven't discovered the special syntax to set the AC to Away mode yet.