I would like to see ShadowFX to be used despite having a WB skin applied. The vast majority of skins either have no shadow or one that may be unappealing to some users. Not allowing the choice to use the skins shadow or not effectively forces users to choose between WB and sFX. Purchasing both would be a waste of money.
ShadowFX requires windows to be of a known shape which is not the case with WindowBlinds. This is why the two are not and never will be compatible with each other.
You can add shadows to WindowBlinds skins manually if you wish or use Stardock Curtains which has less powerful skins but offers the same shadow functionality as ShadowFX offers.