When you create a new bone with the Create
tool, it is created as a child of the currently selected bone. If none are selected, the root bone is used as the parent.
If the parent bone is in one or more skins, the child bone is automatically added to those same skins. If you remove the child bone from the parent bone's skins, you'll get a warning icon on the child bone. This is because it's not a good setup: if the parent bone is inactive (because none of its skins are active), then the child bone cannot be active. The child bone should be in all the same skins as the parent bone.