In the ult stance where you're damage immune, you keep going on a trajectory until you land, Io can ult during this and send you flying to your death. She has just as much long range damage as you, and Luna can rush you.
Overall, Skye counters Io. Skye does too much damage to Io and Io doesn't have a good escape or anything that can cleanse Skye's poison. Though when Skye tries to ult the point, you can ult as well to immune the damage. That's about it though.