Yes, people do skip dinners. I think most people do go to the dining rooms, however. You certainly could just pick one or two nights to do the dining room. It would be nice if you could give your head server a head's up that you won't be in the dining room every night, so that they can tell your servers not to wait for you to start service.
Just a note the room service menu is somewhat limited.
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I'll also point out that Cabanas is open for dinner every evening (except the first and last night). While it's a sit-down table service (not buffet) it's often quicker than the dining rooms.
Also, service in the dining rooms does often come with a some sort of entertainment, if that would be interesting to your kids (or even you). I'd give the dining room a try for a couple of nights before skipping out on it, since it's your first time. Really, it's not all that "fancy".