Having a skip link outside of a landmark region has come up a few times from certain automated accessibility checkers. Each time I've had to cite evidence that strongly suggests that the tooling got this check wrong. This post will contain citations and simple explanations for why a simple skip link should not be wrapped in semantic elements nor should they or their wrappers be given any roles explicitly.
It is not helpful for real users
This is the most important point. Andrew Macpherson has done a masterful job of articulating this point in this Drupal Core issue. To summarize, a user that is looking for the main content region via landmarks would not expect to find a 'skip to main' region, find a link inside, and then activate it in order to go to the main region. They would simply select the main region from the landmarks list. Adding a 'skip to main' region merely acts to add clutter and confusion.
Content outside of landmarks is not a WCAG violation
WCAG level A conformance does not even require the use of aria landmarks. Aria landmarks are simply a tool that can help to meet success criteria.
It is not even recommended in the fine print
Quoting the aXe documentation for this rule (emphasis mine):
It is best practice to contain all content excepting skip links, within distinct regions such as the header, nav, main, and footer.