The dev should make it to where you can change your skin when you're in a world because someone could want to make a replay mod video and want to change their skin in the same recording.
This feature has been added a while ago. Just look in the "Skin Customization..." Menu (under options). I am unsure how compatible this is with replay mod though.
The dev should make it to where you can change your skin when you're in a world because someone could want to make a replay mod video and want to change their skin in the same recording.