The second worst thing to put in your roof are skylights.
They will ALL eventually leak.
Plus, up north they cause ice damning in the winter.
It is just not a good idea to cut holes in your roof.
Limit the holes in your roof to ridge vent and plumbing stack vent pipes. Even bathroom fans should be vented through a side wall if at all possible.
We inherited a sky-light when we bought our house—and for the reasons you noted I was unhappy about it—but it was the only issue so I was prepared for the worst.
So far twenty two years with no issues—the only thing I can think of was that we lucked out and a high quality job was done. Snow dams have not been an issue so far—it seems the snow above and around the skylight actually melts before the snow elsewhere on the roof—not sure why.
Our bathroom vents all go through the sidewalls. I installed a new fresh air makeup line to the utility room via a duct to the outside wall. (it used to take attic air for combustion).
We do have two skylights. We changed them out when we put on the new roof late last year.
Now we are grappling with insufficient AC to the second floor. It’s always something. I just met with our HVAC company and they are getting me a bid to convert to a dual zone system but I fear that is going to be REALLY pricey.