It's because the bones are not attached to the skin. The skin is attached to the bones. If you use a blend shape to move the vertices of the model it won't have any affect on the bones. Why would you want to pose your character with blend shapes anyway. That is what bones are for. You can pose your model (with bones) then save the pose so that you can go back to it as quick as clicking the mouse button. Read the help files for "poses" and also for "non linear animation"