I bought a 25 year old house in NH that had a Velux skylight on the south side of the roof. It is supposed to be one of the better brands.
In the winter the snow would melt off the glass and then the water would run down the roof and refreeze at the eves. Eventually creating an ice dam.
It also got very difficult to close completely in the late summer. I had to get up on the roof and push it back into the frame. I sold that house ten years ago. I told the new owners not to open that skylight and if it was up to me I would have taken it out when I replaced the roof.
Interesting—I have never opened the skylight—maybe that has helped mitigate potential problems.