You need to keep the weapon equipped that teaches that skill, you can check by pressing square in the menu, until you reach level one for it. It doesnt take too long, just charge up sp and keep using that move, then u can change to the weapon u want.
Ok this is weird, so I have Earth shaker level 1 and Strength blast level 7, and stopped using them so I took them off my skill set for a while, and now I'm at the desert and it's not letting me equip the skills EVEN with the correct sword that teaches them. What is the reason exactly that I can't equip Strength blast and earth shaker? (All my other characters can equip their skills just fine) --- The challenge is to stay reasonable