For the benefit of others reading this thread Rh12 is known as RoboHelp 2015.
Skins are what give webhelp and responsive help their appearance. You are producing CHMs which do not use skins as their design is dictated by the Microsoft Compiler. That was last updated in 2004 so it simply does not understand skins.
2019 comes in two forms, 2019 Classic and 2019 (new UI). Classic forms of RoboHelp have a script that enables you to generate webhelp and then convert that to a CHM, thereby getting a more modern appearance. The new version does not have that script as the new version is based on HTML5 and CSS3 which the compiler does not understand.
Frameless skins are part of the new 2019, not Classic, so you cannot use them.
Take a look at the RoboHelp Tour on my site to learn more about the new version.