It doesn't even have an OnEnable method though.
1) Are you able to check which methods deeper in the call stack it's taking a lot of time in?
2) Also, does it happen every time you Instantiate a prefab? Or just the first time (per prefab)?
If it's just the first time, it might just be json deserialization that's taking time.
Fortunately, that's something you can do with a preloader so loading can happen, say, before a level instead of when you need to spawn skeletons.
You just need to get references to all the relevant SkeletonDataAssets and call GetSkeleton on each one of them to get them to deserialize at that point.