Perhaps it has something to do with changing skidding forces along the skids. The skids will have the ground reaction loads distributed about them in some asymmetric manner depending on the pitch, bank, and yaw moments they are counteracting. The aircraft will yaw if the aft portion of the left skid has a different frictional load on it compared to the aft portion of the right skid.
This would be similar to the reason why an inverted cup that is spinning and sliding across a table will also translate laterally.