First, I want to thank you for your feedback.
Blend 2.5 June Preview doesn't support editing custom control templates so this is one major problem for all customers trying to reskin our controls. This will change with future version of Blend 2.5. At the moment we are thinking some workarounds like distributing a solution that include all of our skins. This way people will be able to edit all skins in Blend including controls States.
In the attached file you can find application that use custom skins defined in separate file (MenuResources.xaml) and see what is the current way to skin our controls.
Please keep in mind that this mechanism will probably change with the final version of our controls.
If you have further questions, do not hesitate to contact me.
the Telerik team