You can use skirmishers in both the Mixed Order and Skirmish formations as defined in the rules. In one of the narrative sections there is reference to concentrating the skirmishers of an army into separate units as you suggest.
From a purely gaming point of view separate skirmisher units give more fire per unit frontage than Mixed Order does. This is due to Mixed Order having 1 die and Skirmish 3 dice when shooting. The differential is most pronounced between Mixed Order lines and Skirmish units.
I tend to be guided by the historical practice of the army I am using.
Alan, is that last remark correct. I assume that the converged skirmish unit is in front of several infantry units so they cannot fire. instead of firing various mixed order units, now there is one unit (skirmish one) which fires. So this would even out?