Hi, KSR1! I've just checked and it's not happening to me x_x have you tried opening/closing the game? As reference, my setting is set at "SKIP AFTER CHOICE = 'Stop Skipping'" and "SKIP MESSAGES = 'Seen Messages'"
Usually, I skip by pressing 'ctrl'. If you're using the skip button, maybe that's the one causing trouble? But it's a default code from Ren'Py so... hmmm... another thing I can think of is: maybe Ren'Py is skipping so fast & your PC process things very smoothly, it sometimes failed to detect the choices and skips past them? 😅 This is such a confusing bug--I'll keep trying on my end, but honestly, I'm as confused as you are, KSR1!