Well, yes, as soon as you set Skin="", you lose the invalid style. You can try using the OnValidating client event of the respective InputSetting, check whether the textbox is empty and apply some custom CSS styles, e.g. red text color to the respective textbox. You can obtain reference to the textbox DOM element in the OnValidating JS handler like this:
args is the event argument paramenter:
function MyValidatingHandler(sender, args)
$get(args.get_input().get_id()).style.color = "red";
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