Multiple players argue daily that skins or cosmetic items in general are worthless and have no effect on the flow of the game whatsoever, but in some particular cases, it might be life-saving. To use PUBG as an example, All firearms are common knowledge between all players, and that can also refer to the attributes of each weapon like shooting distance and the number of bullets/magazines.
In any confrontation, exposing what kind of weapon you have at any moment might leave you at a disadvantage because the enemy player can strategize much better based on this information. Not to mention, if you grab the weapon of another player that has a much brighter skin than yours, it will stick out and make your location almost visible to anyone from far away.
The good news is: You can change your weapon skin in-game (at least on PUBG PC) during matches. By clicking Shift + Alt + Left Click on the weapon in the inventory menu, you can remove the skin of any weapon you want. You have to be careful with the order you press these buttons, as pressing Alt first then left-click will return the skin the weapon already had back again.
Also be careful to click the left click button instead of the right-click button, as the latter removes all attachments from the weapon. If you can’t remember the prompts needed, they will be visible in the corner of the screen when you hover the mouse button over it.
Note: It doesn’t work unless you already have a skin for that particular weapon, otherwise, the prompt itself won’t even appear and you might need the help of another player with another skin to remove that skin from the weapon in question. Drop the weapon you just got for them, and let them pick it up and change/remove the skin for you.