Do you try to connect to the SKR board usb port or on the screen usb port ?
You have to use the SKR board port.
I sometime also had connection issue over usb with lightburn and marlin, i almost fixed it keeping only 1 Marlin device(or at least setting it as default)
What i do is, unplugged usb, stop skr board, close light burn, reconnect start skr board, start lightburn