The intent of a skeleton page is to shorten perceived loading time. If your filtering requires a re-loading of the page data, then, sure, it could make sense to use it there.
That said, and this is just my opinion so take it for what it is: I'm not convinced skeleton pages have much staying power to them in terms of them accomplishing what they were originally designed to do. People pretty much now know it's just a fake layout to make the page appear to load faster. And more recent studies I've seen haven't convinced me otherwise. :)