Helmets aren't tested to prevent concussions, and looking at football, certainly not capable either.
It is a different situation, though, the helmets in football have evolved into weapons people use to slam their head into their opponents as hard as possible. People have argued LESS protection would be better, because it would change the way the game is played.
The same incentive does not exist in skateboarding, however. You want to land the trick, not hit someone with your helmet. Additionally, even if the helmet does not prevent a concussion, it will keep you from cracking your head open on the pavement.