I think the skill thing is a little overplayed. Set shots are one of the few skills that exist in isolation, which is why people tend to focus on them and get frustrated. Executing every other skill on a footy field is a combination of mechanical skill, decision-making, composure, confidence, game awareness, having available options and knowing instinctively where they are, and even fitness.
There seems to be this notion that if you just 'train skills' for an hour that will improve how skilful our team is. It's not that simple. The effectiveness of most kicks and handballs isn't determined by how precisely a player executes that mechanical skill, it's about knowing where the option is, having the composure and confidence to look for them, and then executing the skill. In that sense, I can see why you might want to train those skills in game situations.
There are some players who can execute skills that other can't. For example, there are kicks available to a player like Wilson that aren't the most of the team. It's because he can have a bit of a dash, and belt a footy 55 hard and flat. To an average player, that option is 70m away and just not available, so they'll look sideways and chip it 30m. I don't think you can train players to be Wilson, but you can train players to look for the best available option. Good teams have played together long enough to know where their teammates will be. That takes time and repetitions, and we aren't close to being there yet.