I don't know, based on that link, it seems like a surprising number of major airlines allow a ski bag in lieu of another checked bag, so it's not really any more expensive than traveling with a suitcase, assuming you can pack clothes in a carry-on plus ski bag or split things up amongst multiple people, so you carry their skis and they carry your clothes.
I've only flown to Europe, and it was great: ski bag instead of a checked suitcase, which is free. Loaded all my stuff into the ski bag, carry-on and backpack. Stuff arrived on time and the airport was set-up for ski bags.
On the other hand, if your trip involves any amount of walking, taking trains, etc., I'd leave the skis at home and rent. Hauling that big stupid bag plus a roller carry-on down the cobblestone streets of Switzerland and on/off multiple trains was a pain in the ass. And of course my hotel had a big, steep staircase