You don't understand why you should be penalized? It is because you're a punter and the airlines know it. I find the whole situation equally galling. Within the US there are a couple of airlines that don't rape your wallet when you check skis - and I try to go out of my way to reward them with my business.
It has nothing to do with the cost of security to inspect them and everything to do with the fact that they're generating boatloads of revenue from luggage fees, seat upgrade fees, boarding upgrade fees, talk to a live human fees, etc. I don't know the exact numbers, but everything I've read over the past couple years indicates that every bit of the airline industry's profits are coming from these absurd fees. If you aren't careful and don't check things out up-front, fees can easily double the cost of your air travel.
Shipping from the UK is going to be prohibitively expensive. Carry your boots on the plane. If they tell you your carry-on is too heavy or too bulky, put the boots on and walk on that way (I'm not joking - I did this once when they told me I couldn't carry on both ski and snowboard boots). Rent (you call it hire) good skis and you'll save money. In North America we call higher-end rentals "demo" skis. At the mountain, demos will be a little more expensive than they will someplace close by.
All in all, if you leave your skis home and just bring your boots, you'll save time and money. Plus you won't have to schlep the ski bags all over the place.
If you were coming for a longer trip, and skiing for 20-30 days, it might pay to buy some skis and donate/resell them, but not for just a short holiday.
An example of airline feegasm. My 14 year-old daughter is flying to Boston to visit Grandma later this month. Grandma wanted to pay for the flight and was about the book the flight because she'd found a "great" airfare online. I said, 'wait a minute,' I wanted to check all the fees. Daughter will go with just a carry-on, but Grandma loves to spoil her and she always comes home with an extra bag of great new clothes (she's 14 and LOVES this part of visiting grandma). So that will be $25-30. Plus, the airline grandma wanted to book her on charges a $75 each way fee for an 'unaccompanied minor' for children under 15. It took me a couple minutes to find another flight that was about $10 more expensive, but didn't have the added $175 in added fees. As in all things, caveat emptor.
Edit: This just occurred to me, thinking about the time I wore my boots onto the plane (I took them off once on board BTW). They don't limit the size of your feet, do they? It wouldn't be very practical, but it would be freakin' hilarious to walk on with your boots AND skis on! Actually, if you're a snowlerblader, it wouldn't be that impractical.