During my masters i used DMSO as a carrier for various lab experiments. The general consensus was to avoid skin contact with it.
Was thought for a while to have anti-inflammatory effects itself.
Ethanol works as an absorption enhancer too.
I once had a long-running (weeks) experiment that used DMSO as a solvent. Early on it was realized that the DMSO was degrading all non-glass rubbers and plastics in the chemical "circuit", which began to sag like an old TinkerToy structure. Had to rebuild/rerun with parts that were resistant to DMSO.