The skin is belong to the whole page. You are trying to update the part of the page (Ajax with a4j:commandLink). The styles that are loaded already and located in the header of the page are still there and belong to the skin which was set when the page is fully loaded. The result might be unpredictable (depends of the browser)
Replace a4j:commandLink with h:commandLink to have the whole page reload.
Good point. Now is working. Thank you Sergey