I specifically re-designed most of the included skins to use links instead of icons in this release. If you wanted to continue using the icons you should not have copied the skins from /Data/skins into /Data/Sites/1/skins but should have kept the ones you already had. You can download the previous release to get them back.
There has been a lot of consensus that the links are more user friendly than the icons and this has been proven to me by various support issues over the years where people don't know what the icons are for.
The dropdown list filters out the printerfriendly skin as it is not meant to be used directly as a site skin, therefore 35 instead of 36.
I agree it would be nice to have a select button in the skin preview dialog to make it select the right one in the dropdown. At some point I will add this.
My opinion on skin icons is its a lot of work to implement and not a very useful way to preview the skin compared to really seeing it.