You do not have to use Motion Skeletons. The last time I tried using them was Creo 3.0 and I still had trouble getting them to work. Also, since they are based off a Sketch, the motion is limited to 2D.
I've always found the most reliable path to be multiple skeletons where the additional skeletons are assembled using mechanism connections.
And by the way, Motion Skeletons were introduced in Pro/ENGINEER Wildfire 3.0, which was quite a few versions after Mechanism Dynamics Option (MDO) was taken out of Mechanica.
Dave Martin - email@example.com - https://www.creowindchill.com