Also, ATM machines at bank branches are not more secure. 1.) due to their heavy use, they are a prime target. 2) They get lots of traffic when the bank is closed (and no one is there to keep an eye on the machine). This happened at my bank branch, and it hit a lot of people. There was some theorizing that the skimmer was being installed after the branch closed, and de-installed before it opened. Thus, the branch employees never noticed anything different about the machine.
Most of the skimmer attacks I've read about involved off-site ATMs. As you say, that doesn't mean that branch ATMs are necessarily secure.