Before looking at XP cards, Roland has two advantages over Skids when it comes to murdering things: +1 Fight and his signature gun. Skids has far more advantages, however:
1) A more combat-relevant ability. An extra action to either fight or move to an area to fight is more relevant than gaining a clue.
2) Access to more combat-relevant cards. Both can play the Guardian weapons, Guardian allies, and Viscous Blow, but Skids can also play the Rogue weapons, Backstab, and Sneak Attack.
3) Better economy. Skids has better access to efficient resource generation, which makes playing the more expensive combat/damage assets (guns, Dynamite) far easier.
When you look at the current XP cards, Roland does get the Shotgun as another weapon, but Skids gets access to cards that make succeeding in a combat more likely (Sure Bet) or more effective.
This is not to say that Roland is a bad investigator, just that he is more rounded: his two classes let him fight and investigate. With the current cards Skids is far more focussed on killing things*, but that does mean that he is less able to investigate. This makes Roland a better solo investigator, but if you want to add combat punch to your team, Skids is a better first pick. It doesn't mean that Roland cannot fight, but from what we've seen of the deluxe box, Skids is (and will be for a while) the best combat/damage investigator.
*As an aside, I find it odd that people like evading so much with Skids. He has a good agility, and can play Pickpocket, but I don't think that it makes the most of his cardpool. Wendy's mix of Rogue and Survivor cards make her much better at using evade as an offensive tool.
While I agree with you on basically everything, I'd hesitate to mention access to Rogue weapons. Backstab and Sneak Attack are great. The Rogue weapons in my opinion are simply outclassed by the Guardian ones. Specifically machete for Skids.
Maybe I'm wrong but does anyone use the Rogue weapons for Skids? Have they been effective? Why use them over a machete?
Lastly, I just want to mention that I don't think it's that people like evading so much with Skids. I agree that he's better off usually just killing things in the first place, but he's still pretty great at it and offers him options in dealing with enemies in a way that Roland does not have access to. Skids' great evade ability is what makes machete shine so much on him in my opinion. Also any enemies that take more than one round to defeat is better handled by Skids in general due to his aptitude for evasion.