You can skip, but it doesn't always work. What I've found can happen is that you tell CM1 you need to skip, CM1 says to go to CM2 so you can skip....right about the time CM2 gets pulled away by someone else and CM3 very hurriedly directs you to the wrong place and you're stuck.
We have to use alternate entrance and really need to skip the stretch room, but every so often it doesn't work out.