The significance of a skip pattern depends on the question leading to the skip pattern, the questions within that skip pattern, and the variables you intend to analyze. If you fail to check for skip patterns, you may obtain only a proportion of the population, instead of the entire study population.
The cardiovascular variable dataset for NHANES I tutorial does not contain any variables which make use of a skip pattern. However, there may be other variables in NHANES I which make use of skip patterns. To learn more about how to adjust for skip patterns, please see the respective modules in the NHANES III or Continuous NHANES tutorial.